+152.3%
HUM vs HUBB
+446.9%
-294.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.7% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +5.4% | -10.0% | +15.4% | +9.0% |
| 3M | +11.4% | -1.6% | +13.0% | +11.0% |
| 6M | +141.5% | -3.1% | +144.6% | +140.4% |
| YTD | +61.2% | +4.6% | +56.6% | +55.9% |
| 1Y | +49.2% | +3.3% | +45.8% | +44.3% |
| 3Y | -9.0% | +46.6% | -55.6% | -26.1% |
| 5Y | +7.2% | +158.7% | -151.5% | -36.2% |
| All | +152.3% | +446.9% | -294.6% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling