+100.0%
IT vs HUBB
+446.9%
-346.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.5% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | +0.1% | -10.0% | +10.0% | +4.2% |
| 3M | +20.7% | -1.6% | +22.3% | +19.5% |
| 6M | +12.0% | -3.1% | +15.1% | +9.8% |
| YTD | -28.8% | +4.6% | -33.4% | -33.3% |
| 1Y | -25.5% | +3.3% | -28.9% | -30.2% |
| 3Y | -48.8% | +46.6% | -95.3% | -61.0% |
| 5Y | -42.7% | +158.7% | -201.4% | -68.3% |
| All | +100.0% | +446.9% | -346.9% | -23.3% |
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 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