+67,857.3%
HUBB vs SPY
+3,091.8%
+64,765.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -10.0% | +0.1% | -10.1% | -10.0% |
| 3M | -4.8% | +2.0% | -6.8% | -6.2% |
| 6M | -5.6% | +13.0% | -18.6% | -14.6% |
| YTD | +4.7% | +13.5% | -8.9% | -5.7% |
| 1Y | +6.7% | +20.0% | -13.3% | -8.0% |
| 3Y | +45.8% | +77.2% | -31.4% | -7.4% |
| 5Y | +145.9% | +81.9% | +64.1% | +52.4% |
| 10Y | +418.6% | +314.1% | +104.5% | +73.9% |
| All | +67,857.3% | +3,091.8% | +64,765.6% | +26,601.0% |
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