+159.4%
HUBB vs WTW
+42.0%
+117.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | -0.1% | -5.7% | +5.6% | +1.6% |
| 30D | -10.0% | -7.3% | -2.7% | -8.1% |
| 3M | -1.6% | +21.5% | -23.1% | -7.7% |
| 6M | -3.1% | +9.6% | -12.7% | -6.1% |
| YTD | +4.6% | -3.3% | +7.9% | +5.2% |
| 1Y | +3.3% | -6.1% | +9.5% | +5.0% |
| 3Y | +46.6% | +61.8% | -15.3% | +15.1% |
| All | +159.4% | +42.0% | +117.4% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling