+403.8%
HUT vs HUBB
+324.7%
+79.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -5.0% | -5.1% |
| 7D | +2.8% | -1.7% | +4.5% | +4.5% |
| 30D | +2.1% | -12.7% | +14.7% | +15.1% |
| 3M | -14.3% | -2.9% | -11.3% | -12.6% |
| 6M | +84.2% | -4.8% | +89.0% | +91.3% |
| YTD | +97.2% | +2.8% | +94.4% | +94.2% |
| 1Y | +192.7% | +3.5% | +189.2% | +191.6% |
| 3Y | +712.6% | +43.5% | +669.0% | +566.5% |
| 5Y | +85.5% | +154.2% | -68.7% | +4.8% |
| All | +403.8% | +324.7% | +79.1% | +102.0% |
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