+132.3%
HON vs HUBB
+446.9%
-314.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.8% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -13.8% | -10.0% | -3.8% | -9.4% |
| 3M | -11.7% | -1.6% | -10.1% | -11.7% |
| 6M | -18.7% | -3.1% | -15.6% | -18.9% |
| YTD | +0.2% | +4.6% | -4.3% | -4.0% |
| 1Y | -3.1% | +3.3% | -6.4% | -7.2% |
| 3Y | +17.0% | +46.6% | -29.6% | -12.3% |
| 5Y | +2.0% | +158.7% | -156.7% | -48.3% |
| All | +132.3% | +446.9% | -314.6% | -27.7% |
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 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