+437.9%
HUBB vs WCC
+541.6%
-103.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -2.0% | +0.3% |
| 7D | -0.1% | +1.5% | -1.6% | -0.7% |
| 30D | -10.0% | -2.1% | -7.8% | -9.4% |
| 3M | -1.6% | +3.8% | -5.4% | -3.4% |
| 6M | -3.1% | +35.0% | -38.1% | -15.3% |
| YTD | +4.6% | +46.4% | -41.8% | -11.7% |
| 1Y | +3.3% | +63.0% | -59.6% | -16.9% |
| 3Y | +46.6% | +133.9% | -87.4% | -2.1% |
| 5Y | +158.7% | +226.5% | -67.9% | +43.4% |
| All | +437.9% | +541.6% | -103.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling