+159.4%
HUBB vs USHY
+20.9%
+138.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | -0.1% | -0.7% | +0.6% | +1.2% |
| 30D | -10.0% | -0.7% | -9.3% | -8.9% |
| 3M | -1.6% | +0.1% | -1.7% | -1.6% |
| 6M | -3.1% | +1.8% | -4.9% | -5.8% |
| YTD | +4.6% | +1.8% | +2.8% | +1.8% |
| 1Y | +3.3% | +3.3% | +0.1% | -1.8% |
| 3Y | +46.6% | +27.0% | +19.6% | +3.6% |
| All | +159.4% | +20.9% | +138.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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