+18.3%
HYG vs HUBB
+157.3%
-139.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -0.7% | -10.0% | +9.2% | +0.4% |
| 3M | -0.2% | -1.6% | +1.4% | -0.3% |
| 6M | +1.4% | -3.1% | +4.5% | +1.3% |
| YTD | +1.5% | +4.6% | -3.1% | +0.3% |
| 1Y | +2.9% | +3.3% | -0.5% | +1.7% |
| 3Y | +25.6% | +46.6% | -20.9% | +16.3% |
| All | +18.3% | +157.3% | -139.1% | -3.0% |
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 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