+437.9%
HUBB vs SPY
+322.5%
+115.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.8% |
| 7D | -0.1% | -0.8% | +0.7% | +0.8% |
| 30D | -10.0% | -1.1% | -8.9% | -8.9% |
| 3M | -1.6% | +3.9% | -5.5% | -5.4% |
| 6M | -3.1% | +13.6% | -16.7% | -15.6% |
| YTD | +4.6% | +12.7% | -8.1% | -7.9% |
| 1Y | +3.3% | +17.5% | -14.2% | -12.9% |
| 3Y | +46.6% | +76.9% | -30.3% | -18.6% |
| 5Y | +158.7% | +83.6% | +75.1% | +36.7% |
| All | +437.9% | +322.5% | +115.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling