+102.2%
HAS vs HUBB
+389.2%
-287.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +3.3% | -2.6% | +5.8% | +4.3% |
| 30D | +30.5% | -7.7% | +38.2% | +34.4% |
| 3M | +29.9% | -13.0% | +42.9% | +37.0% |
| 6M | +26.5% | -10.6% | +37.1% | +30.5% |
| YTD | +51.9% | -0.6% | +52.5% | +47.6% |
| 1Y | +60.9% | -4.1% | +65.1% | +58.7% |
| 3Y | +215.0% | +57.2% | +157.8% | +134.7% |
| 5Y | +51.5% | +127.2% | -75.7% | -10.5% |
| 10Y | +102.2% | +386.2% | -283.9% | -27.1% |
| All | +102.2% | +389.2% | -287.0% | -27.1% |
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