+25.0%
HL vs HUBB
-4.0%
+29.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.5% | +15.6% | +14.6% |
| 7D | +0.2% | +0.2% | 0.0% | -0.3% |
| 30D | -12.1% | -8.8% | -3.3% | -7.1% |
| 3M | -2.8% | -12.5% | +9.6% | +5.4% |
| 6M | -14.9% | -14.5% | -0.4% | -6.9% |
| YTD | -22.0% | -0.4% | -21.6% | -26.3% |
| 1Y | +25.0% | -3.4% | +28.5% | +24.8% |
| All | +25.0% | -4.0% | +29.0% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling