+1,209.8%
MET vs HUBB
+3,506.8%
-2,296.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.2% | +0.5% | +0.6% | +0.8% |
| 30D | +1.4% | -10.0% | +11.4% | +8.2% |
| 3M | +17.7% | -4.8% | +22.5% | +18.9% |
| 6M | +35.0% | -5.6% | +40.5% | +35.3% |
| YTD | +26.3% | +4.7% | +21.6% | +17.5% |
| 1Y | +22.8% | +6.7% | +16.1% | +11.9% |
| 3Y | +65.9% | +45.8% | +20.2% | +15.0% |
| 5Y | +85.4% | +145.9% | -60.6% | -15.2% |
| 10Y | +253.7% | +418.6% | -164.9% | -6.7% |
| All | +1,209.8% | +3,506.8% | -2,296.9% | +21.0% |
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