+1,033.6%
KEY vs HUBB
+144,902.7%
-143,869.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | +0.5% | -2.6% | +3.1% | +0.6% |
| 30D | +6.9% | -7.7% | +14.5% | +7.0% |
| 3M | -5.0% | -13.0% | +8.0% | -4.8% |
| 6M | +0.7% | -10.6% | +11.3% | +0.9% |
| YTD | +6.5% | -0.6% | +7.0% | +6.4% |
| 1Y | +22.6% | -4.1% | +26.8% | +22.6% |
| 3Y | +125.3% | +57.2% | +68.2% | +123.3% |
| 5Y | +13.9% | +127.2% | -113.2% | +12.1% |
| 10Y | +105.3% | +386.2% | -280.8% | +100.2% |
| All | +1,033.6% | +144,902.7% | -143,869.2% | +1,052.2% |
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 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