-33.2%
KWEB vs HUBB
-7.9%
-25.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.4% | +6.3% | +2.2% |
| 7D | +8.6% | -4.4% | +13.1% | +9.0% |
| 30D | +0.9% | -13.7% | +14.6% | +2.3% |
| 3M | -13.2% | -18.2% | +5.0% | -11.5% |
| 6M | -13.2% | -17.0% | +3.8% | -11.9% |
| YTD | -27.3% | -4.9% | -22.4% | -30.9% |
| 1Y | -33.2% | -9.4% | -23.8% | -35.8% |
| All | -33.2% | -7.9% | -25.3% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling