+5.3%
HUBB vs REPL
+136.9%
-131.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.1% |
| 7D | +1.1% | -9.6% | +10.7% | +1.1% |
| 30D | -9.6% | +5.7% | -15.3% | -9.6% |
| 3M | -6.2% | +56.4% | -62.6% | -6.3% |
| 6M | -6.2% | +67.4% | -73.6% | -5.8% |
| YTD | +3.4% | +48.7% | -45.3% | +3.6% |
| 1Y | +5.3% | +148.3% | -143.0% | +4.6% |
| All | +5.3% | +136.9% | -131.6% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling