+138.4%
HLT vs HUBB
+157.3%
-18.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -5.0% | -10.0% | +4.9% | -1.3% |
| 3M | -10.4% | -1.6% | -8.8% | -10.7% |
| 6M | +3.2% | -3.1% | +6.3% | +2.8% |
| YTD | +6.7% | +4.6% | +2.2% | +2.5% |
| 1Y | +10.3% | +3.3% | +6.9% | +5.9% |
| 3Y | +99.3% | +46.6% | +52.8% | +57.8% |
| All | +138.4% | +157.3% | -18.9% | +36.7% |
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