+1,764.0%
HUBB vs ITOT
+885.8%
+878.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +1.1% | -0.4% | +1.5% | +1.5% |
| 30D | -9.6% | -1.6% | -8.0% | -8.1% |
| 3M | -6.2% | +3.5% | -9.7% | -9.3% |
| 6M | -6.2% | +13.1% | -19.3% | -17.3% |
| YTD | +3.4% | +12.7% | -9.4% | -8.5% |
| 1Y | +5.3% | +18.3% | -13.0% | -11.1% |
| 3Y | +44.4% | +76.4% | -32.0% | -17.6% |
| 5Y | +152.4% | +73.8% | +78.6% | +44.4% |
| 10Y | +437.0% | +301.2% | +135.8% | +32.9% |
| All | +1,764.0% | +885.8% | +878.2% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling