+130.2%
HUBB vs REPL
-34.5%
+164.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +1.4% |
| 7D | +1.2% | +5.3% | -4.1% | +1.1% |
| 30D | -6.4% | +66.6% | -73.1% | -7.3% |
| 3M | -14.4% | +59.6% | -73.9% | -15.1% |
| 6M | -9.0% | +482.4% | -491.3% | -13.0% |
| YTD | +0.7% | +124.1% | -123.3% | -2.9% |
| 1Y | -0.3% | +138.6% | -138.8% | -4.1% |
| 3Y | +59.2% | +96.0% | -36.8% | +42.2% |
| 5Y | +130.2% | -35.4% | +165.6% | +123.0% |
| All | +130.2% | -34.5% | +164.7% | +123.0% |
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