+6.7%
HUBB vs MTB
+23.4%
-16.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | -10.0% | -4.2% | -5.8% | -8.7% |
| 3M | -4.8% | +8.9% | -13.6% | -8.4% |
| 6M | -5.6% | +10.9% | -16.4% | -10.1% |
| YTD | +4.7% | +21.5% | -16.8% | -4.9% |
| 1Y | +6.7% | +21.9% | -15.2% | -6.9% |
| All | +6.7% | +23.4% | -16.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling