+193.0%
HOOD vs HUBB
+154.5%
+38.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.6% |
| 7D | +13.4% | +4.8% | +8.5% | +9.7% |
| 30D | +25.8% | -9.3% | +35.1% | +35.0% |
| 3M | +38.0% | -3.9% | +41.9% | +38.6% |
| 6M | +52.2% | -0.8% | +53.0% | +46.0% |
| YTD | +3.7% | +5.6% | -1.8% | -5.9% |
| 1Y | +0.1% | +7.7% | -7.7% | -10.9% |
| 3Y | +992.6% | +47.5% | +945.1% | +678.8% |
| 5Y | +193.0% | +153.7% | +39.3% | +24.3% |
| All | +193.0% | +154.5% | +38.5% | +24.3% |
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