+5.3%
HUBB vs WST
+33.7%
-28.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.1% | -1.7% | +2.7% | +1.4% |
| 30D | -9.6% | -4.3% | -5.3% | -8.9% |
| 3M | -6.2% | +0.7% | -6.9% | -6.6% |
| 6M | -6.2% | +36.0% | -42.2% | -13.5% |
| YTD | +3.4% | +22.7% | -19.4% | -2.6% |
| 1Y | +5.3% | +34.1% | -28.8% | -5.1% |
| All | +5.3% | +33.7% | -28.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling