+437.0%
HUBB vs WST
+325.7%
+111.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.1% | -1.7% | +2.7% | +1.5% |
| 30D | -9.6% | -4.3% | -5.3% | -8.7% |
| 3M | -6.2% | +0.7% | -6.9% | -6.6% |
| 6M | -6.2% | +36.0% | -42.2% | -13.2% |
| YTD | +3.4% | +22.7% | -19.4% | -2.3% |
| 1Y | +5.3% | +34.1% | -28.8% | -2.8% |
| 3Y | +44.4% | -13.6% | +57.9% | +40.5% |
| 5Y | +152.4% | -26.0% | +178.4% | +150.4% |
| 10Y | +437.0% | +335.8% | +101.3% | +192.4% |
| All | +437.0% | +325.7% | +111.4% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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