+537.0%
MS vs HUBB
+382.2%
+154.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | 0.0% |
| 7D | +3.7% | +4.6% | -0.9% | +0.9% |
| 30D | +2.0% | -8.4% | +10.3% | +7.2% |
| 3M | -12.6% | -14.3% | +1.8% | -4.4% |
| 6M | -0.3% | -9.3% | +9.1% | +3.9% |
| YTD | +9.0% | -0.5% | +9.5% | +5.4% |
| 1Y | +13.9% | -2.1% | +16.0% | +11.1% |
| 3Y | +173.6% | +57.2% | +116.4% | +84.6% |
| 5Y | +122.0% | +127.1% | -5.2% | +8.4% |
| All | +537.0% | +382.2% | +154.8% | +81.6% |
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