+243.8%
MET vs HUBB
+446.9%
-203.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +0.5% | -10.0% | +10.5% | +6.3% |
| 3M | +11.6% | -1.6% | +13.2% | +10.6% |
| 6M | +40.8% | -3.1% | +43.9% | +39.0% |
| YTD | +25.7% | +4.6% | +21.1% | +17.7% |
| 1Y | +24.4% | +3.3% | +21.0% | +16.5% |
| 3Y | +67.5% | +46.6% | +20.9% | +18.5% |
| 5Y | +85.8% | +158.7% | -72.9% | -16.8% |
| All | +243.8% | +446.9% | -203.1% | -12.1% |
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