+3,604.4%
FIX vs HUBB
+382.2%
+3,222.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -1.7% |
| 7D | +17.0% | +4.6% | +12.4% | +12.8% |
| 30D | -30.6% | -8.4% | -22.2% | -24.4% |
| 3M | -35.0% | -14.3% | -20.7% | -24.9% |
| 6M | -44.0% | -9.3% | -34.6% | -38.0% |
| YTD | +21.1% | -0.5% | +21.7% | +24.3% |
| 1Y | +16.3% | -2.1% | +18.4% | +21.3% |
| 3Y | +507.4% | +57.2% | +450.2% | +353.0% |
| 5Y | +1,052.1% | +127.1% | +924.9% | +526.3% |
| All | +3,604.4% | +382.2% | +3,222.2% | +1,102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling