+645.2%
HWM vs HUBB
+148.7%
+496.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | -8.0% | +1.1% | -9.1% | -8.6% |
| 30D | -18.0% | -9.6% | -8.4% | -14.0% |
| 3M | -9.5% | -6.2% | -3.3% | -7.5% |
| 6M | -8.4% | -6.2% | -2.2% | -7.1% |
| YTD | +13.6% | +3.4% | +10.3% | +9.5% |
| 1Y | +30.2% | +5.3% | +24.9% | +23.8% |
| 3Y | +392.2% | +44.4% | +347.9% | +289.1% |
| 5Y | +645.2% | +152.4% | +492.8% | +319.6% |
| All | +645.2% | +148.7% | +496.5% | +319.6% |
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