-9.0%
HUM vs HUBB
+46.2%
-55.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.1% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +5.4% | -10.0% | +15.4% | +6.4% |
| 3M | +11.4% | -1.6% | +13.0% | +11.2% |
| 6M | +141.5% | -3.1% | +144.6% | +141.0% |
| YTD | +61.2% | +4.6% | +56.6% | +59.5% |
| 1Y | +49.2% | +3.3% | +45.8% | +47.7% |
| 3Y | -9.0% | +46.6% | -55.6% | -0.3% |
| All | -9.0% | +46.2% | -55.2% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling