+2,316.3%
ICE vs HUBB
+1,461.6%
+854.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +7.6% | -10.0% | +17.6% | +13.2% |
| 3M | +13.9% | -4.8% | +18.7% | +14.7% |
| 6M | -2.4% | -5.6% | +3.2% | -2.5% |
| YTD | +0.3% | +4.7% | -4.4% | -5.8% |
| 1Y | -6.4% | +6.7% | -13.1% | -13.7% |
| 3Y | +43.1% | +45.8% | -2.6% | +3.4% |
| 5Y | +42.1% | +145.9% | -103.8% | -28.0% |
| 10Y | +220.9% | +418.6% | -197.7% | -10.2% |
| All | +2,316.3% | +1,461.6% | +854.7% | +110.9% |
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