+794.2%
MS vs HUBB
+430.1%
+364.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +2.5% | +4.8% | -2.4% | -0.5% |
| 30D | 0.0% | -9.3% | +9.3% | +6.0% |
| 3M | +2.4% | -3.9% | +6.3% | +3.8% |
| 6M | +36.4% | -0.8% | +37.2% | +33.6% |
| YTD | +23.8% | +5.6% | +18.2% | +16.0% |
| 1Y | +48.6% | +7.7% | +40.9% | +36.4% |
| 3Y | +179.1% | +47.5% | +131.7% | +97.6% |
| 5Y | +144.8% | +153.7% | -8.9% | +10.5% |
| 10Y | +794.2% | +433.0% | +361.2% | +112.2% |
| All | +794.2% | +430.1% | +364.1% | +112.2% |
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