+437.9%
HUBB vs WTW
+198.0%
+239.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -0.1% | -5.7% | +5.6% | +2.4% |
| 30D | -10.0% | -7.3% | -2.7% | -7.2% |
| 3M | -1.6% | +21.5% | -23.1% | -10.3% |
| 6M | -3.1% | +9.6% | -12.7% | -8.1% |
| YTD | +4.6% | -3.3% | +7.9% | +4.1% |
| 1Y | +3.3% | -6.1% | +9.5% | +4.0% |
| 3Y | +46.6% | +61.8% | -15.3% | +9.8% |
| 5Y | +158.7% | +42.7% | +116.0% | +103.1% |
| All | +437.9% | +198.0% | +239.9% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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