+437.9%
HUBB vs CAPR
-78.4%
+516.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.8% |
| 7D | -0.1% | -11.0% | +10.9% | +0.1% |
| 30D | -10.0% | +99.8% | -109.7% | -10.8% |
| 3M | -1.6% | -66.6% | +65.0% | -1.1% |
| 6M | -3.1% | -75.1% | +72.0% | -2.4% |
| YTD | +4.6% | -71.0% | +75.6% | +5.1% |
| 1Y | +3.3% | +30.0% | -26.6% | -0.6% |
| 3Y | +46.6% | +29.0% | +17.6% | +38.1% |
| 5Y | +158.7% | +70.8% | +87.9% | +140.8% |
| All | +437.9% | -78.4% | +516.3% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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