+277.0%
IR vs HUBB
+385.8%
-108.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.7% |
| 7D | -1.9% | +1.1% | -3.0% | -2.6% |
| 30D | -15.0% | -9.6% | -5.4% | -9.4% |
| 3M | -0.4% | -6.2% | +5.8% | +2.8% |
| 6M | -15.0% | -6.2% | -8.9% | -13.0% |
| YTD | -7.1% | +3.4% | -10.4% | -11.1% |
| 1Y | -7.5% | +5.3% | -12.9% | -13.2% |
| 3Y | +6.3% | +44.4% | -38.1% | -22.2% |
| 5Y | +37.3% | +152.4% | -115.0% | -34.6% |
| All | +277.0% | +385.8% | -108.7% | +9.4% |
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 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