+437.9%
HUBB vs ITOT
+303.4%
+134.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +0.9% |
| 7D | -0.1% | -0.9% | +0.8% | +0.9% |
| 30D | -10.0% | -1.5% | -8.5% | -8.5% |
| 3M | -1.6% | +3.6% | -5.2% | -5.1% |
| 6M | -3.1% | +13.7% | -16.8% | -15.6% |
| YTD | +4.6% | +12.9% | -8.3% | -8.1% |
| 1Y | +3.3% | +17.2% | -13.8% | -12.5% |
| 3Y | +46.6% | +75.6% | -29.0% | -17.4% |
| 5Y | +158.7% | +75.5% | +83.2% | +44.3% |
| All | +437.9% | +303.4% | +134.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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