+5,566.9%
HUM vs HUBB
+149,745.1%
-144,178.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.4% |
| 30D | +7.5% | -12.7% | +20.2% | +7.6% |
| 3M | +10.2% | -2.9% | +13.2% | +10.2% |
| 6M | +132.5% | -4.8% | +137.3% | +132.6% |
| YTD | +57.6% | +2.8% | +54.9% | +57.5% |
| 1Y | +48.6% | +3.5% | +45.1% | +48.5% |
| 3Y | -11.2% | +43.5% | -54.7% | -11.5% |
| 5Y | +4.8% | +154.2% | -149.4% | +4.0% |
| 10Y | +147.1% | +434.0% | -286.9% | +144.0% |
| All | +5,566.9% | +149,745.1% | -144,178.1% | +5,642.3% |
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 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