+677.7%
HPE vs HUBB
+569.9%
+107.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.9% | +6.9% | +7.2% |
| 7D | +10.1% | +4.8% | +5.3% | +6.9% |
| 30D | +5.3% | -9.3% | +14.6% | +12.2% |
| 3M | +12.7% | -3.9% | +16.6% | +15.0% |
| 6M | +167.7% | -0.8% | +168.5% | +166.6% |
| YTD | +135.5% | +5.6% | +129.9% | +123.9% |
| 1Y | +143.4% | +7.7% | +135.7% | +127.8% |
| 3Y | +249.2% | +47.5% | +201.7% | +158.1% |
| 5Y | +343.8% | +153.7% | +190.2% | +117.5% |
| 10Y | +495.9% | +433.0% | +62.8% | +64.3% |
| All | +677.7% | +569.9% | +107.8% | +82.3% |
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 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