+228.7%
HL vs HUBB
+157.3%
+71.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.0% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | +9.3% | -10.0% | +19.3% | +14.9% |
| 3M | +32.0% | -1.6% | +33.6% | +32.6% |
| 6M | -6.4% | -3.1% | -3.4% | -5.9% |
| YTD | +3.1% | +4.6% | -1.4% | +0.9% |
| 1Y | +77.6% | +3.3% | +74.2% | +74.3% |
| 3Y | +392.8% | +46.6% | +346.2% | +297.9% |
| All | +228.7% | +157.3% | +71.3% | +89.7% |
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