+1,098.7%
KEYS vs HUBB
+462.1%
+636.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.0% |
| 7D | +3.5% | -0.1% | +3.6% | +3.6% |
| 30D | -4.5% | -10.0% | +5.5% | +1.3% |
| 3M | -0.4% | -1.6% | +1.2% | +0.6% |
| 6M | +19.1% | -3.1% | +22.2% | +21.0% |
| YTD | +66.7% | +4.6% | +62.1% | +62.8% |
| 1Y | +96.5% | +3.3% | +93.1% | +92.9% |
| 3Y | +155.2% | +46.6% | +108.6% | +103.1% |
| 5Y | +88.0% | +158.7% | -70.7% | +6.7% |
| 10Y | +1,046.8% | +443.5% | +603.3% | +300.2% |
| All | +1,098.7% | +462.1% | +636.7% | +301.9% |
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 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