+153.7%
HUBB vs REPL
-53.9%
+207.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.6% |
| 3M | -3.9% | +64.7% | -68.5% | -5.4% |
| 6M | -0.8% | +83.0% | -83.9% | -4.1% |
| YTD | +5.6% | +52.0% | -46.4% | +2.5% |
| 1Y | +7.7% | +144.5% | -136.8% | +2.0% |
| 3Y | +47.5% | -25.1% | +72.5% | +39.9% |
| 5Y | +153.7% | -52.9% | +206.5% | +134.8% |
| All | +153.7% | -53.9% | +207.6% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling