+427.9%
LIN vs HUBB
+382.2%
+45.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.3% |
| 7D | +0.2% | +4.6% | -4.3% | -1.5% |
| 30D | +6.2% | -8.4% | +14.5% | +9.3% |
| 3M | +9.3% | -14.3% | +23.7% | +15.2% |
| 6M | +4.4% | -9.3% | +13.7% | +6.6% |
| YTD | +23.7% | -0.5% | +24.3% | +20.2% |
| 1Y | +23.5% | -2.1% | +25.6% | +20.5% |
| 3Y | +35.8% | +57.2% | -21.4% | +1.0% |
| 5Y | +65.9% | +127.1% | -61.2% | -1.2% |
| All | +427.9% | +382.2% | +45.7% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling