+982.3%
HUBB vs URA
-52.4%
+1,034.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +1.8% | -1.5% | +3.3% | +2.2% |
| 30D | -7.7% | -10.4% | +2.7% | -4.6% |
| 3M | -13.6% | -29.6% | +16.1% | -4.0% |
| 6M | -9.1% | -40.3% | +31.2% | +5.7% |
| YTD | -0.7% | -25.5% | +24.8% | +5.6% |
| 1Y | +1.1% | -26.4% | +27.5% | +7.7% |
| 3Y | +56.2% | +31.4% | +24.7% | +33.5% |
| 5Y | +126.6% | +28.6% | +98.0% | +86.6% |
| 10Y | +384.6% | +260.9% | +123.7% | +151.2% |
| All | +982.3% | -52.4% | +1,034.7% | +876.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling