-93.9%
HTZ vs HUBB
+147.7%
-241.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.5% | -10.9% | -9.7% |
| 7D | -14.6% | +1.7% | -16.2% | -15.0% |
| 30D | -20.8% | -9.7% | -11.1% | -16.7% |
| 3M | -18.8% | -15.2% | -3.7% | -11.8% |
| 6M | -74.7% | -14.0% | -60.7% | -73.0% |
| YTD | -68.1% | -2.4% | -65.6% | -68.8% |
| 1Y | -73.5% | -5.8% | -67.7% | -73.6% |
| 3Y | -81.8% | +60.4% | -142.2% | -87.3% |
| 5Y | -95.2% | +125.4% | -220.6% | -97.6% |
| All | -93.9% | +147.7% | -241.6% | -97.4% |
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