+398.8%
HL vs HUBB
+43.6%
+355.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -5.6% | -1.7% | -3.9% | -4.9% |
| 30D | +12.7% | -12.7% | +25.4% | +20.0% |
| 3M | +42.5% | -2.9% | +45.5% | +44.2% |
| 6M | -9.0% | -4.8% | -4.2% | -7.7% |
| YTD | +4.4% | +2.8% | +1.6% | +3.3% |
| 1Y | +82.7% | +3.5% | +79.1% | +80.0% |
| All | +398.8% | +43.6% | +355.2% | +332.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling