+458.7%
HUBB vs RUN
-29.4%
+488.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | +4.8% | +10.2% | -5.3% | +3.8% |
| 30D | -9.3% | -9.6% | +0.3% | -8.5% |
| 3M | -3.9% | -31.5% | +27.6% | -0.7% |
| 6M | -0.8% | -18.7% | +17.9% | +0.3% |
| YTD | +5.6% | -49.9% | +55.5% | +10.4% |
| 1Y | +7.7% | -45.5% | +53.2% | +11.0% |
| 3Y | +47.5% | -34.1% | +81.6% | +32.7% |
| 5Y | +153.7% | -79.4% | +233.1% | +145.2% |
| 10Y | +433.0% | +48.9% | +384.1% | +276.8% |
| All | +458.7% | -29.4% | +488.1% | +298.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling