+227.5%
LOW vs HUBB
+446.9%
-219.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.7% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | -8.9% | -10.0% | +1.1% | -4.4% |
| 3M | -10.4% | -1.6% | -8.8% | -10.7% |
| 6M | -19.4% | -3.1% | -16.3% | -19.7% |
| YTD | -17.1% | +4.6% | -21.7% | -20.9% |
| 1Y | -26.3% | +3.3% | -29.6% | -29.7% |
| 3Y | -9.9% | +46.6% | -56.5% | -32.2% |
| 5Y | +6.1% | +158.7% | -152.6% | -44.7% |
| All | +227.5% | +446.9% | -219.4% | +8.1% |
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 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