+8.5%
IR vs HUBB
+48.8%
-40.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +0.6% | +4.8% | -4.2% | -2.1% |
| 30D | -13.6% | -9.3% | -4.3% | -8.9% |
| 3M | +3.7% | -3.9% | +7.6% | +5.1% |
| 6M | -13.1% | -0.8% | -12.2% | -14.2% |
| YTD | -5.1% | +5.6% | -10.7% | -10.0% |
| 1Y | -6.5% | +7.7% | -14.2% | -12.8% |
| 3Y | +8.5% | +47.5% | -39.0% | -17.9% |
| All | +8.5% | +48.8% | -40.3% | -17.9% |
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