+280.1%
KEEL vs HUBB
+315.3%
-35.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.9% |
| 7D | +2.7% | -1.7% | +4.4% | +4.1% |
| 30D | +4.6% | -12.7% | +17.2% | +16.1% |
| 3M | -34.5% | -2.9% | -31.5% | -32.4% |
| 6M | +59.3% | -4.8% | +64.0% | +65.6% |
| YTD | +46.4% | +2.8% | +43.6% | +45.7% |
| 1Y | +96.6% | +3.5% | +93.0% | +96.4% |
| 3Y | +182.0% | +43.5% | +138.4% | +137.5% |
| 5Y | -38.2% | +154.2% | -192.4% | -60.5% |
| All | +280.1% | +315.3% | -35.2% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling