+64,355.6%
HUBB vs SPY
+3,034.0%
+61,321.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +1.8% | +2.6% | -0.8% | -0.4% |
| 30D | -7.7% | -2.0% | -5.7% | -6.1% |
| 3M | -13.6% | -2.8% | -10.8% | -11.4% |
| 6M | -9.1% | +2.1% | -11.3% | -10.6% |
| YTD | -0.7% | +11.5% | -12.2% | -9.1% |
| 1Y | +1.1% | +13.5% | -12.4% | -8.7% |
| 3Y | +56.2% | +77.7% | -21.5% | -1.0% |
| 5Y | +126.6% | +72.6% | +54.0% | +46.6% |
| 10Y | +384.6% | +308.2% | +76.4% | +64.4% |
| All | +64,355.6% | +3,034.0% | +61,321.6% | +25,616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling