+437.9%
HUBB vs HIG
+313.7%
+124.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -1.5% | +1.4% | +0.5% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | -1.6% | +6.7% | -8.3% | -4.9% |
| 6M | -3.1% | +2.0% | -5.0% | -4.8% |
| YTD | +4.6% | +0.3% | +4.3% | +3.3% |
| 1Y | +3.3% | +4.2% | -0.8% | 0.0% |
| 3Y | +46.6% | +102.2% | -55.6% | +3.0% |
| 5Y | +158.7% | +118.5% | +40.2% | +73.2% |
| All | +437.9% | +313.7% | +124.3% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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