+47.5%
HUBB vs REPL
-24.7%
+72.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +4.8% | -5.7% | +10.6% | +4.9% |
| 30D | -9.3% | +22.5% | -31.8% | -9.5% |
| 3M | -3.9% | +64.7% | -68.5% | -4.7% |
| 6M | -0.8% | +83.0% | -83.9% | -2.4% |
| YTD | +5.6% | +52.0% | -46.4% | +4.1% |
| 1Y | +7.7% | +144.5% | -136.8% | +4.8% |
| 3Y | +47.5% | -25.1% | +72.5% | +43.3% |
| All | +47.5% | -24.7% | +72.1% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling