+428.6%
HUBB vs Z
-6.2%
+434.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | -1.7% | -11.6% | +9.9% | +0.1% |
| 30D | -12.7% | -8.5% | -4.2% | -11.7% |
| 3M | -2.9% | -7.9% | +5.0% | -2.4% |
| 6M | -4.8% | -29.1% | +24.3% | -0.6% |
| YTD | +2.8% | -54.2% | +57.0% | +14.5% |
| 1Y | +3.5% | -63.5% | +67.1% | +19.3% |
| 3Y | +43.5% | -38.6% | +82.2% | +48.5% |
| 5Y | +154.2% | -66.0% | +220.2% | +172.8% |
| All | +428.6% | -6.2% | +434.8% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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