+94.2%
KEY vs HUBB
+381.1%
-286.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | +2.9% | +1.8% | +1.2% | +1.7% |
| 30D | +8.4% | -7.7% | +16.1% | +13.8% |
| 3M | -5.8% | -13.6% | +7.8% | +3.1% |
| 6M | +5.4% | -9.1% | +14.6% | +9.4% |
| YTD | +7.1% | -0.7% | +7.8% | +2.2% |
| 1Y | +26.8% | +1.1% | +25.7% | +19.2% |
| 3Y | +128.7% | +56.2% | +72.5% | +44.2% |
| 5Y | +13.6% | +126.6% | -113.0% | -51.0% |
| All | +94.2% | +381.1% | -286.9% | -53.2% |
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