+623.8%
HUBB vs FIVE
+862.5%
-238.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | -6.4% | +17.4% | -23.8% | -9.6% |
| 3M | -14.4% | +7.0% | -21.4% | -16.0% |
| 6M | -9.0% | +20.5% | -29.4% | -13.4% |
| YTD | +0.7% | +33.1% | -32.4% | -6.4% |
| 1Y | -0.3% | +67.1% | -67.4% | -11.7% |
| 3Y | +59.2% | +41.9% | +17.3% | +37.8% |
| 5Y | +130.2% | +21.1% | +109.2% | +99.5% |
| 10Y | +391.8% | +518.8% | -127.0% | +213.9% |
| All | +623.8% | +862.5% | -238.8% | +319.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling