+5.3%
HUM vs HUBB
+157.3%
-152.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.0% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +5.4% | -10.0% | +15.4% | +6.8% |
| 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% | +59.0% |
| 1Y | +49.2% | +3.3% | +45.8% | +47.2% |
| 3Y | -9.0% | +46.6% | -55.6% | -14.8% |
| All | +5.3% | +157.3% | -152.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling