+73.9%
MUB vs HUBB
+1,269.5%
-1,195.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | -1.4% | -10.0% | +8.6% | -1.3% |
| 3M | -2.2% | -4.8% | +2.6% | -2.1% |
| 6M | -1.9% | -5.6% | +3.7% | -1.8% |
| YTD | -0.8% | +4.7% | -5.4% | -0.9% |
| 1Y | +2.7% | +6.7% | -3.9% | +2.6% |
| 3Y | +8.6% | +45.8% | -37.2% | +7.8% |
| 5Y | +2.0% | +145.9% | -143.9% | +0.5% |
| 10Y | +17.9% | +418.6% | -400.7% | +14.9% |
| All | +73.9% | +1,269.5% | -1,195.6% | +66.3% |
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