+614.5%
HUBB vs FIVE
+873.2%
-258.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.6% | +7.3% | -9.9% | -4.0% |
| 30D | -7.7% | +18.1% | -25.7% | -10.9% |
| 3M | -13.0% | +7.7% | -20.7% | -14.7% |
| 6M | -10.6% | +13.6% | -24.2% | -13.9% |
| YTD | -0.6% | +34.6% | -35.1% | -7.8% |
| 1Y | -4.1% | +66.2% | -70.4% | -15.1% |
| 3Y | +57.2% | +43.5% | +13.7% | +35.8% |
| 5Y | +127.2% | +20.7% | +106.5% | +97.0% |
| 10Y | +386.2% | +541.5% | -155.3% | +208.9% |
| All | +614.5% | +873.2% | -258.7% | +312.8% |
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