+56.0%
HAS vs HUBB
+427.3%
-371.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.6% |
| 7D | -4.8% | +1.1% | -5.9% | -5.3% |
| 30D | -5.1% | -9.6% | +4.5% | -1.0% |
| 3M | +6.4% | -6.2% | +12.6% | +8.3% |
| 6M | -5.6% | -6.2% | +0.5% | -4.8% |
| YTD | +11.0% | +3.4% | +7.6% | +6.7% |
| 1Y | +16.8% | +5.3% | +11.5% | +10.8% |
| 3Y | +44.0% | +44.4% | -0.3% | +12.6% |
| 5Y | +11.0% | +152.4% | -141.4% | -37.3% |
| 10Y | +56.0% | +437.0% | -381.0% | -41.6% |
| All | +56.0% | +427.3% | -371.3% | -41.6% |
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