+375.1%
META vs HUBB
+430.1%
-55.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +6.0% | +4.8% | +1.2% | +3.8% |
| 30D | +3.6% | -9.3% | +12.9% | +8.2% |
| 3M | +4.9% | -3.9% | +8.8% | +5.3% |
| 6M | -4.7% | -0.8% | -3.9% | -5.7% |
| YTD | -6.9% | +5.6% | -12.5% | -10.8% |
| 1Y | -18.2% | +7.7% | -25.9% | -22.7% |
| 3Y | +107.8% | +47.5% | +60.3% | +64.7% |
| 5Y | +63.9% | +153.7% | -89.8% | -0.8% |
| 10Y | +375.1% | +433.0% | -58.0% | +106.0% |
| All | +375.1% | +430.1% | -55.0% | +106.0% |
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 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