+336.0%
IR vs HUBB
+366.6%
-30.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +2.5% | +1.8% | +0.8% | +1.4% |
| 30D | +9.2% | -7.7% | +16.8% | +14.7% |
| 3M | +0.9% | -13.6% | +14.5% | +10.5% |
| 6M | +19.2% | -9.1% | +28.4% | +24.9% |
| YTD | +7.5% | -0.7% | +8.2% | +5.1% |
| 1Y | +11.7% | +1.1% | +10.7% | +7.9% |
| 3Y | +23.9% | +56.2% | -32.3% | -14.5% |
| 5Y | +46.4% | +126.6% | -80.3% | -25.0% |
| All | +336.0% | +366.6% | -30.6% | +29.3% |
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