+90.4%
HST vs HUBB
+58.5%
+32.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.9% |
| 7D | +0.6% | -2.6% | +3.1% | +1.5% |
| 30D | +14.5% | -7.7% | +22.1% | +17.4% |
| 3M | +15.4% | -13.0% | +28.4% | +20.6% |
| 6M | +22.0% | -10.6% | +32.6% | +25.3% |
| YTD | +54.9% | -0.6% | +55.4% | +51.1% |
| 1Y | +54.0% | -4.1% | +58.1% | +52.3% |
| 3Y | +90.4% | +57.2% | +33.3% | +47.8% |
| All | +90.4% | +58.5% | +32.0% | +47.8% |
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