+648.6%
HUBS vs HUBB
+417.6%
+231.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | -9.0% | -0.1% | -8.9% | -8.9% |
| 30D | +7.2% | -10.0% | +17.2% | +13.0% |
| 3M | +20.9% | -1.6% | +22.5% | +19.0% |
| 6M | -13.0% | -3.1% | -9.9% | -15.5% |
| YTD | -43.8% | +4.6% | -48.4% | -48.7% |
| 1Y | -54.6% | +3.3% | -58.0% | -58.5% |
| 3Y | -58.5% | +46.6% | -105.0% | -71.2% |
| 5Y | -66.4% | +158.7% | -225.1% | -84.4% |
| 10Y | +319.2% | +443.5% | -124.2% | +4.7% |
| All | +648.6% | +417.6% | +231.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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