+223.3%
HOOD vs HUBB
+153.5%
+69.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -2.0% |
| 7D | -7.8% | -0.1% | -7.7% | -7.8% |
| 30D | +18.6% | -10.0% | +28.6% | +28.1% |
| 3M | +22.1% | -1.6% | +23.7% | +20.5% |
| 6M | +43.1% | -3.1% | +46.1% | +39.8% |
| YTD | -0.5% | +4.6% | -5.1% | -9.1% |
| 1Y | -4.4% | +3.3% | -7.7% | -11.8% |
| 3Y | +938.5% | +46.6% | +891.9% | +647.0% |
| 5Y | +173.4% | +158.7% | +14.7% | +18.9% |
| All | +223.3% | +153.5% | +69.8% | +41.8% |
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 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