+113.9%
KEY vs HUBB
+58.1%
+55.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.5% |
| 7D | -1.3% | +1.7% | -2.9% | -2.1% |
| 30D | +5.1% | -9.7% | +14.8% | +9.3% |
| 3M | -7.1% | -15.2% | +8.0% | -1.1% |
| 6M | -4.4% | -14.0% | +9.6% | +0.4% |
| YTD | +4.0% | -2.4% | +6.5% | +1.4% |
| 1Y | +23.4% | -5.8% | +29.2% | +22.2% |
| 3Y | +113.9% | +60.4% | +53.5% | +59.8% |
| All | +113.9% | +58.1% | +55.8% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling