+65.2%
HST vs HUBB
+47.5%
+17.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.0% | +4.8% | -2.8% | +0.3% |
| 30D | -5.2% | -9.3% | +4.1% | -2.1% |
| 3M | -6.2% | -3.9% | -2.4% | -5.7% |
| 6M | +20.4% | -0.8% | +21.3% | +18.9% |
| YTD | +30.6% | +5.6% | +25.1% | +25.4% |
| 1Y | +37.4% | +7.7% | +29.6% | +30.0% |
| All | +65.2% | +47.5% | +17.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling