+1,078.2%
KEY vs HUBB
+152,497.6%
-151,419.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | -3.0% | -10.0% | +7.0% | -2.8% |
| 3M | +3.3% | -4.8% | +8.1% | +3.4% |
| 6M | +9.2% | -5.6% | +14.7% | +9.3% |
| YTD | +10.6% | +4.7% | +6.0% | +10.5% |
| 1Y | +20.4% | +6.7% | +13.7% | +20.2% |
| 3Y | +121.8% | +45.8% | +76.1% | +120.1% |
| 5Y | +41.1% | +145.9% | -104.8% | +38.7% |
| 10Y | +168.5% | +418.6% | -250.1% | +161.5% |
| All | +1,078.2% | +152,497.6% | -151,419.4% | +1,096.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling