+1,570.6%
HST vs HUBB
+144,965.7%
-143,395.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | +3.6% | +4.6% | -1.0% | +3.5% |
| 30D | +9.9% | -8.4% | +18.3% | +10.1% |
| 3M | +12.9% | -14.3% | +27.3% | +13.2% |
| 6M | +22.9% | -9.3% | +32.2% | +23.0% |
| YTD | +52.4% | -0.5% | +52.9% | +52.3% |
| 1Y | +52.5% | -2.1% | +54.7% | +52.5% |
| 3Y | +87.4% | +57.2% | +30.2% | +85.8% |
| 5Y | +82.9% | +127.1% | -44.2% | +80.2% |
| 10Y | +134.8% | +385.7% | -250.9% | +128.9% |
| All | +1,570.6% | +144,965.7% | -143,395.0% | +2,049.2% |
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