+40.8%
KEY vs HUBB
+154.5%
-113.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | +2.7% | +4.8% | -2.1% | +0.5% |
| 30D | -3.2% | -9.3% | +6.1% | +1.1% |
| 3M | +1.0% | -3.9% | +4.8% | +1.8% |
| 6M | +11.9% | -0.8% | +12.7% | +10.0% |
| YTD | +8.7% | +5.6% | +3.1% | +3.1% |
| 1Y | +18.5% | +7.7% | +10.7% | +10.6% |
| 3Y | +124.0% | +47.5% | +76.5% | +72.7% |
| 5Y | +40.8% | +153.7% | -112.9% | -19.9% |
| All | +40.8% | +154.5% | -113.7% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling