+1,285.4%
MET vs HUBB
+3,320.9%
-2,035.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.5% | +1.8% | +2.7% | +3.3% |
| 30D | +3.5% | -7.7% | +11.2% | +8.3% |
| 3M | +5.9% | -13.6% | +19.5% | +15.2% |
| 6M | +33.1% | -9.1% | +42.2% | +37.0% |
| YTD | +33.6% | -0.7% | +34.3% | +27.5% |
| 1Y | +32.7% | +1.1% | +31.6% | +24.9% |
| 3Y | +85.0% | +56.2% | +28.9% | +21.6% |
| 5Y | +85.6% | +126.6% | -41.0% | -10.9% |
| 10Y | +198.8% | +384.6% | -185.7% | -18.3% |
| All | +1,285.4% | +3,320.9% | -2,035.5% | +31.3% |
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 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