+19.6%
KWEB vs HUBB
+446.6%
-427.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -4.3% | -1.7% | -2.6% | -3.7% |
| 30D | -13.0% | -12.7% | -0.3% | -8.7% |
| 3M | -7.6% | -2.9% | -4.6% | -7.5% |
| 6M | -21.1% | -4.8% | -16.3% | -21.1% |
| YTD | -28.2% | +2.8% | -31.0% | -30.4% |
| 1Y | -34.9% | +3.5% | -38.4% | -37.3% |
| 3Y | -0.8% | +43.5% | -44.3% | -19.2% |
| 5Y | -43.6% | +154.2% | -197.7% | -65.3% |
| 10Y | -21.7% | +434.0% | -455.7% | -68.9% |
| All | +19.6% | +446.6% | -427.0% | -54.2% |
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