+256.9%
HL vs HUBB
+446.9%
-190.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.1% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +9.3% | -10.0% | +19.3% | +15.3% |
| 3M | +32.0% | -1.6% | +33.6% | +32.7% |
| 6M | -6.4% | -3.1% | -3.4% | -5.8% |
| YTD | +3.1% | +4.6% | -1.4% | +0.4% |
| 1Y | +77.6% | +3.3% | +74.2% | +73.7% |
| 3Y | +392.8% | +46.6% | +346.2% | +286.5% |
| 5Y | +234.1% | +158.7% | +75.4% | +87.4% |
| All | +256.9% | +446.9% | -190.0% | +35.8% |
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 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