+437.0%
HUBB vs FIVE
+486.0%
-49.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.4% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -9.6% | +5.0% | -14.6% | -10.9% |
| 3M | -6.2% | +29.5% | -35.7% | -12.3% |
| 6M | -6.2% | +12.4% | -18.6% | -10.0% |
| YTD | +3.4% | +31.2% | -27.8% | -4.6% |
| 1Y | +5.3% | +72.9% | -67.5% | -9.4% |
| 3Y | +44.4% | +53.0% | -8.7% | +19.9% |
| 5Y | +152.4% | +34.2% | +118.2% | +107.9% |
| 10Y | +437.0% | +497.6% | -60.6% | +203.2% |
| All | +437.0% | +486.0% | -49.0% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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