+475.1%
MULL vs HUBB
-4.0%
+479.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -2.5% | -11.3% | -8.0% |
| 7D | -35.9% | +0.2% | -36.1% | -36.2% |
| 30D | -47.3% | -8.8% | -38.5% | -35.1% |
| 3M | -30.6% | -12.5% | -18.1% | -6.5% |
| 6M | +13.7% | -14.5% | +28.2% | +88.9% |
| YTD | +272.1% | -0.4% | +272.6% | +303.3% |
| 1Y | +475.1% | -3.4% | +478.5% | +618.1% |
| All | +475.1% | -4.0% | +479.1% | +618.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling