+154.2%
HUBB vs RUN
-81.3%
+235.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.4% |
| 7D | -1.7% | -3.4% | +1.7% | -1.4% |
| 30D | -12.7% | -14.0% | +1.3% | -11.7% |
| 3M | -2.9% | -27.5% | +24.5% | -0.8% |
| 6M | -4.8% | -29.0% | +24.2% | -2.9% |
| YTD | +2.8% | -53.1% | +55.9% | +7.0% |
| 1Y | +3.5% | -46.7% | +50.3% | +6.3% |
| 3Y | +43.5% | -38.3% | +81.9% | +32.4% |
| 5Y | +154.2% | -80.7% | +234.9% | +148.8% |
| All | +154.2% | -81.3% | +235.4% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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