+152.5%
KRE vs HUBB
+1,498.7%
-1,346.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | +2.3% | +4.8% | -2.5% | -0.8% |
| 30D | -2.5% | -9.3% | +6.8% | +3.7% |
| 3M | +6.2% | -3.9% | +10.1% | +7.1% |
| 6M | +15.8% | -0.8% | +16.7% | +12.9% |
| YTD | +16.0% | +5.6% | +10.4% | +7.9% |
| 1Y | +16.2% | +7.7% | +8.4% | +5.7% |
| 3Y | +86.4% | +47.5% | +39.0% | +30.3% |
| 5Y | +33.0% | +153.7% | -120.7% | -39.4% |
| 10Y | +123.0% | +433.0% | -310.0% | -40.9% |
| All | +152.5% | +1,498.7% | -1,346.2% | -75.1% |
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