+378.0%
HUBB vs FIVE
+505.3%
-127.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | +4.6% | +2.4% | +2.1% | +4.0% |
| 30D | -8.4% | +15.8% | -24.2% | -11.7% |
| 3M | -14.3% | +3.8% | -18.1% | -15.5% |
| 6M | -9.3% | +18.5% | -27.9% | -14.1% |
| YTD | -0.5% | +31.2% | -31.7% | -8.4% |
| 1Y | -2.1% | +61.8% | -64.0% | -14.5% |
| 3Y | +57.2% | +39.9% | +17.4% | +33.7% |
| 5Y | +127.1% | +18.3% | +108.8% | +93.9% |
| All | +378.0% | +505.3% | -127.3% | +174.2% |
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