+36.2%
HST vs HUBB
+3.7%
+32.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | -0.7% | -12.7% | +12.0% | +1.9% |
| 3M | -4.0% | -2.9% | -1.1% | -4.1% |
| 6M | +20.7% | -4.8% | +25.5% | +20.5% |
| YTD | +31.0% | +2.8% | +28.3% | +28.6% |
| 1Y | +36.2% | +3.5% | +32.7% | +30.5% |
| All | +36.2% | +3.7% | +32.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling