+437.9%
HUBB vs NWSA
+149.4%
+288.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.1% | -2.8% | +2.7% | +1.1% |
| 30D | -10.0% | +3.0% | -13.0% | -11.1% |
| 3M | -1.6% | +12.3% | -13.9% | -7.1% |
| 6M | -3.1% | +21.9% | -24.9% | -12.1% |
| YTD | +4.6% | +13.6% | -9.0% | -2.8% |
| 1Y | +3.3% | +0.5% | +2.9% | +1.2% |
| 3Y | +46.6% | +43.8% | +2.8% | +22.2% |
| 5Y | +158.7% | +41.2% | +117.5% | +109.6% |
| All | +437.9% | +149.4% | +288.6% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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