+108.1%
HST vs HUBB
+437.4%
-329.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | +0.7% | -1.7% | +2.4% | +1.6% |
| 30D | -0.7% | -12.7% | +12.0% | +6.6% |
| 3M | -4.0% | -2.9% | -1.1% | -3.8% |
| 6M | +20.7% | -4.8% | +25.5% | +21.2% |
| YTD | +31.0% | +2.8% | +28.3% | +25.4% |
| 1Y | +36.2% | +3.5% | +32.7% | +28.8% |
| 3Y | +66.6% | +43.5% | +23.1% | +23.6% |
| 5Y | +75.8% | +154.2% | -78.4% | -13.8% |
| All | +108.1% | +437.4% | -329.3% | -35.0% |
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