+3.2%
HAL vs HUBB
+437.4%
-434.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | -3.3% | -1.7% | -1.6% | -2.2% |
| 30D | +7.2% | -12.7% | +19.9% | +16.7% |
| 3M | -8.8% | -2.9% | -5.8% | -8.9% |
| 6M | +3.0% | -4.8% | +7.8% | +2.4% |
| YTD | +29.4% | +2.8% | +26.6% | +21.0% |
| 1Y | +62.8% | +3.5% | +59.3% | +50.1% |
| 3Y | -6.4% | +43.5% | -50.0% | -37.3% |
| 5Y | +103.6% | +154.2% | -50.6% | -23.2% |
| All | +3.2% | +437.4% | -434.2% | -77.1% |
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