-51.6%
IT vs HUBB
+44.4%
-96.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | -9.1% | +1.1% | -10.2% | -9.3% |
| 30D | -12.2% | -9.6% | -2.5% | -10.7% |
| 3M | +7.8% | -6.2% | +14.0% | +7.9% |
| 6M | +2.0% | -6.2% | +8.1% | +1.1% |
| YTD | -32.7% | +3.4% | -36.1% | -36.1% |
| 1Y | -31.1% | +5.3% | -36.4% | -35.3% |
| All | -51.6% | +44.4% | -96.0% | -59.5% |
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