+498.7%
HUBB vs NWSA
+121.6%
+377.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +1.1% | -3.4% | +4.5% | +2.5% |
| 30D | -9.6% | +3.9% | -13.5% | -11.1% |
| 3M | -6.2% | +8.9% | -15.0% | -10.1% |
| 6M | -6.2% | +21.2% | -27.3% | -14.3% |
| YTD | +3.4% | +13.8% | -10.5% | -3.7% |
| 1Y | +5.3% | +1.4% | +3.9% | +2.7% |
| 3Y | +44.4% | +44.0% | +0.4% | +21.3% |
| 5Y | +152.4% | +40.5% | +111.9% | +107.3% |
| 10Y | +437.0% | +149.2% | +287.8% | +218.5% |
| All | +498.7% | +121.6% | +377.2% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling