+127.1%
HUBB vs URA
+28.3%
+98.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.1% |
| 7D | +4.6% | +4.5% | +0.1% | +3.2% |
| 30D | -8.4% | -13.4% | +5.1% | -4.6% |
| 3M | -14.3% | -28.4% | +14.1% | -6.0% |
| 6M | -9.3% | -40.5% | +31.1% | +4.4% |
| YTD | -0.5% | -24.3% | +23.8% | +4.7% |
| 1Y | -2.1% | -28.8% | +26.7% | +4.7% |
| 3Y | +57.2% | +37.6% | +19.6% | +34.0% |
| 5Y | +127.1% | +30.7% | +96.4% | +86.4% |
| All | +127.1% | +28.3% | +98.8% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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