+177.6%
KEEL vs HUBB
+8.5%
+169.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.4% |
| 7D | +7.8% | +0.5% | +7.2% | +7.2% |
| 30D | -11.7% | -10.0% | -1.7% | +0.3% |
| 3M | -41.5% | -4.8% | -36.7% | -38.1% |
| 6M | +54.9% | -5.6% | +60.5% | +58.4% |
| YTD | +47.7% | +4.7% | +43.0% | +31.9% |
| 1Y | +177.6% | +6.7% | +170.9% | +140.6% |
| All | +177.6% | +8.5% | +169.1% | +140.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling