+3,255.2%
HUBB vs HIG
+980.5%
+2,274.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.3% |
| 7D | +4.8% | -1.1% | +5.9% | +5.1% |
| 30D | -9.3% | -4.9% | -4.4% | -8.4% |
| 3M | -3.9% | +6.8% | -10.7% | -5.4% |
| 6M | -0.8% | -1.7% | +0.8% | -0.9% |
| YTD | +5.6% | -0.2% | +5.8% | +5.1% |
| 1Y | +7.7% | +5.7% | +2.0% | +5.9% |
| 3Y | +47.5% | +100.3% | -52.8% | +27.0% |
| 5Y | +153.7% | +118.5% | +35.2% | +114.3% |
| 10Y | +433.0% | +309.7% | +123.3% | +293.0% |
| All | +3,255.2% | +980.5% | +2,274.8% | +1,450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling