+336.0%
IR vs HUBB
+373.5%
-37.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.3% |
| 30D | +7.6% | -6.4% | +14.0% | +12.1% |
| 3M | +0.1% | -14.4% | +14.5% | +10.3% |
| 6M | +14.0% | -9.0% | +22.9% | +19.3% |
| YTD | +7.5% | +0.7% | +6.7% | +4.1% |
| 1Y | +10.1% | -0.3% | +10.4% | +7.3% |
| 3Y | +24.9% | +59.2% | -34.3% | -14.9% |
| 5Y | +46.9% | +130.2% | -83.4% | -25.6% |
| All | +336.0% | +373.5% | -37.5% | +28.1% |
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