+106.0%
KEY vs HUBB
+393.5%
-287.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +0.8% |
| 7D | -0.4% | +1.8% | -2.2% | -1.8% |
| 30D | +7.2% | -6.9% | +14.1% | +11.8% |
| 3M | -4.9% | -13.8% | +8.9% | +4.2% |
| 6M | +1.1% | -9.8% | +10.9% | +5.5% |
| YTD | +6.8% | +0.3% | +6.5% | +1.3% |
| 1Y | +23.3% | -3.3% | +26.6% | +19.7% |
| 3Y | +126.1% | +61.0% | +65.0% | +39.2% |
| 5Y | +15.2% | +128.5% | -113.3% | -50.6% |
| All | +106.0% | +393.5% | -287.4% | -52.0% |
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