-35.3%
KEEL vs HUBB
+157.3%
-192.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +1.9% |
| 7D | +2.9% | -0.1% | +3.0% | +3.1% |
| 30D | +0.8% | -10.0% | +10.8% | +13.4% |
| 3M | -35.3% | -1.6% | -33.7% | -33.9% |
| 6M | +59.4% | -3.1% | +62.5% | +63.2% |
| YTD | +51.9% | +4.6% | +47.3% | +45.3% |
| 1Y | +75.0% | +3.3% | +71.7% | +70.6% |
| 3Y | +224.5% | +46.6% | +178.0% | +126.1% |
| All | -35.3% | +157.3% | -192.7% | -77.7% |
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