+152,497.6%
HUBB vs WST
+12,330.1%
+140,167.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -10.0% | -3.1% | -6.9% | -9.3% |
| 3M | -4.8% | +7.2% | -12.0% | -6.8% |
| 6M | -5.6% | +36.8% | -42.4% | -13.8% |
| YTD | +4.7% | +23.8% | -19.2% | -2.2% |
| 1Y | +6.7% | +37.8% | -31.1% | -3.5% |
| 3Y | +45.8% | -15.9% | +61.6% | +41.2% |
| 5Y | +145.9% | -25.8% | +171.8% | +140.3% |
| 10Y | +418.6% | +319.6% | +99.0% | +191.4% |
| All | +152,497.6% | +12,330.1% | +140,167.5% | +44,996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling