+368.7%
HUBB vs REPL
-6.0%
+374.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +0.5% | -3.0% | +3.5% | +0.6% |
| 30D | -10.0% | +27.1% | -37.1% | -10.9% |
| 3M | -4.8% | +52.4% | -57.1% | -7.6% |
| 6M | -5.6% | +107.4% | -113.0% | -12.8% |
| YTD | +4.7% | +54.7% | -50.1% | -2.2% |
| 1Y | +6.7% | +158.9% | -152.2% | -5.2% |
| 3Y | +45.8% | -23.7% | +69.5% | +25.9% |
| 5Y | +145.9% | -54.3% | +200.3% | +116.5% |
| All | +368.7% | -6.0% | +374.7% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling