+345.6%
HUBB vs REPL
+37.4%
+308.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.3% |
| 7D | +4.6% | +9.8% | -5.2% | +4.2% |
| 30D | -8.4% | +81.5% | -89.9% | -10.3% |
| 3M | -14.3% | +44.2% | -58.6% | -15.6% |
| 6M | -9.3% | +437.4% | -446.7% | -17.2% |
| YTD | -0.5% | +126.1% | -126.6% | -8.3% |
| 1Y | -2.1% | +143.1% | -145.3% | -10.2% |
| 3Y | +57.2% | +97.8% | -40.6% | +26.8% |
| 5Y | +127.1% | -34.3% | +161.4% | +97.7% |
| All | +345.6% | +37.4% | +308.2% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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