+60.4%
HL vs HUBB
+150,593.0%
-150,532.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.9% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | +18.8% | -9.6% | +28.4% | +19.0% |
| 3M | +43.7% | -6.2% | +49.9% | +43.9% |
| 6M | -1.0% | -6.2% | +5.1% | -1.0% |
| YTD | +8.7% | +3.4% | +5.4% | +8.7% |
| 1Y | +105.0% | +5.3% | +99.7% | +104.9% |
| 3Y | +427.3% | +44.4% | +382.9% | +424.9% |
| 5Y | +249.3% | +152.4% | +96.9% | +245.5% |
| 10Y | +284.2% | +437.0% | -152.9% | +277.3% |
| All | +60.4% | +150,593.0% | -150,532.5% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling