+5,731.6%
MU vs HUBB
+446.9%
+5,284.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.6% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +7.0% | -10.0% | +17.0% | +16.0% |
| 3M | -2.1% | -1.6% | -0.5% | +1.1% |
| 6M | +133.1% | -3.1% | +136.2% | +142.9% |
| YTD | +241.9% | +4.6% | +237.3% | +239.4% |
| 1Y | +548.8% | +3.3% | +545.4% | +551.1% |
| 3Y | +1,308.2% | +46.6% | +1,261.6% | +1,005.6% |
| 5Y | +1,260.7% | +158.7% | +1,102.0% | +587.6% |
| All | +5,731.6% | +446.9% | +5,284.8% | +1,620.9% |
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