+23.9%
IR vs HUBB
+57.0%
-33.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.5% | +1.8% | +0.8% | +1.5% |
| 30D | +9.2% | -7.7% | +16.8% | +13.9% |
| 3M | +0.9% | -13.6% | +14.5% | +9.2% |
| 6M | +19.2% | -9.1% | +28.4% | +24.1% |
| YTD | +7.5% | -0.7% | +8.2% | +5.1% |
| 1Y | +11.7% | +1.1% | +10.7% | +8.0% |
| 3Y | +23.9% | +56.2% | -32.3% | -5.9% |
| All | +23.9% | +57.0% | -33.1% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling