+169.3%
KEY vs HUBB
+427.3%
-258.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | -3.3% | -9.6% | +6.3% | +3.5% |
| 3M | -0.7% | -6.2% | +5.5% | +2.0% |
| 6M | +12.5% | -6.2% | +18.7% | +14.1% |
| YTD | +8.4% | +3.4% | +5.1% | +1.6% |
| 1Y | +18.4% | +5.3% | +13.1% | +8.5% |
| 3Y | +123.3% | +44.4% | +79.0% | +50.9% |
| 5Y | +38.8% | +152.4% | -113.6% | -45.1% |
| 10Y | +169.3% | +437.0% | -267.7% | -44.3% |
| All | +169.3% | +427.3% | -258.0% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling