+153.7%
HUBB vs FIVE
+38.7%
+115.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | +4.8% | +3.7% | +1.2% | +4.0% |
| 30D | -9.3% | +4.0% | -13.3% | -10.2% |
| 3M | -3.9% | +36.2% | -40.1% | -10.1% |
| 6M | -0.8% | +18.0% | -18.9% | -5.1% |
| YTD | +5.6% | +34.9% | -29.3% | -1.9% |
| 1Y | +7.7% | +67.9% | -60.2% | -4.5% |
| 3Y | +47.5% | +57.3% | -9.9% | +24.5% |
| 5Y | +153.7% | +39.5% | +114.1% | +111.0% |
| All | +153.7% | +38.7% | +115.0% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling