+220.1%
HUT vs HUBB
+310.2%
-90.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -6.9% |
| 7D | +9.3% | +1.8% | +7.6% | +7.9% |
| 30D | -23.1% | -7.7% | -15.4% | -16.6% |
| 3M | -30.6% | -13.6% | -17.0% | -19.7% |
| 6M | -46.9% | -9.1% | -37.7% | -41.7% |
| YTD | +25.3% | -0.7% | +26.1% | +29.3% |
| 1Y | +59.8% | +1.1% | +58.8% | +63.4% |
| 3Y | +467.2% | +56.2% | +411.0% | +347.6% |
| 5Y | -24.6% | +126.6% | -151.3% | -53.5% |
| All | +220.1% | +310.2% | -90.1% | +34.4% |
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 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