-45.6%
IT vs HUBB
+148.7%
-194.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -12.7% | -1.7% | -11.0% | -12.3% |
| 30D | -8.9% | -12.7% | +3.8% | -5.0% |
| 3M | +10.1% | -2.9% | +13.1% | +9.4% |
| 6M | +7.3% | -4.8% | +12.1% | +5.7% |
| YTD | -32.4% | +2.8% | -35.1% | -36.2% |
| 1Y | -26.6% | +3.5% | -30.2% | -31.4% |
| 3Y | -51.8% | +43.5% | -95.4% | -63.0% |
| 5Y | -45.6% | +154.2% | -199.8% | -72.0% |
| All | -45.6% | +148.7% | -194.3% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling