-1.9%
KWEB vs HUBB
+46.2%
-48.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -10.7% | -10.0% | -0.7% | -8.6% |
| 3M | -7.4% | -1.6% | -5.8% | -7.9% |
| 6M | -19.3% | -3.1% | -16.2% | -19.9% |
| YTD | -27.8% | +4.6% | -32.3% | -29.8% |
| 1Y | -35.9% | +3.3% | -39.3% | -37.7% |
| 3Y | -1.9% | +46.6% | -48.5% | -14.6% |
| All | -1.9% | +46.2% | -48.1% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling