-94.8%
HTZ vs HUBB
+120.5%
-215.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.4% | -16.4% | -18.6% |
| 7D | -7.7% | -4.4% | -3.3% | -5.3% |
| 30D | -13.1% | -13.7% | +0.6% | -6.7% |
| 3M | +14.7% | -18.2% | +32.9% | +26.4% |
| 6M | -70.6% | -17.0% | -53.6% | -68.1% |
| YTD | -65.2% | -4.9% | -60.3% | -65.4% |
| 1Y | -73.2% | -9.4% | -63.7% | -72.7% |
| 3Y | -80.8% | +54.4% | -135.2% | -86.1% |
| 5Y | -94.8% | +119.8% | -214.6% | -97.3% |
| All | -94.8% | +120.5% | -215.3% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling