+50.4%
HAS vs HUBB
+129.4%
-79.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.8% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | +29.6% | -6.9% | +36.4% | +32.1% |
| 3M | +30.3% | -13.8% | +44.1% | +36.1% |
| 6M | +25.6% | -9.8% | +35.4% | +28.3% |
| YTD | +50.8% | +0.3% | +50.5% | +46.9% |
| 1Y | +63.0% | -3.3% | +66.4% | +60.8% |
| 3Y | +211.6% | +61.0% | +150.6% | +142.8% |
| 5Y | +50.4% | +128.5% | -78.1% | -6.8% |
| All | +50.4% | +129.4% | -79.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling