+651.9%
HUBB vs FIVE
+868.1%
-216.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.9% |
| 7D | +0.5% | +4.3% | -3.7% | -0.4% |
| 30D | -10.0% | +12.5% | -22.5% | -12.4% |
| 3M | -4.8% | +31.2% | -36.0% | -10.4% |
| 6M | -5.6% | +14.4% | -19.9% | -9.1% |
| YTD | +4.7% | +33.9% | -29.2% | -2.7% |
| 1Y | +6.7% | +65.1% | -58.4% | -5.3% |
| 3Y | +45.8% | +49.0% | -3.2% | +25.0% |
| 5Y | +145.9% | +30.3% | +115.6% | +110.0% |
| 10Y | +418.6% | +481.1% | -62.5% | +233.3% |
| All | +651.9% | +868.1% | -216.2% | +336.0% |
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 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