+2,802.6%
MULL vs HUBB
+8.5%
+2,794.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.7% | +11.5% |
| 7D | +17.3% | +0.5% | +16.8% | +15.6% |
| 30D | +23.5% | -10.0% | +33.5% | +58.7% |
| 3M | -24.0% | -4.8% | -19.2% | +0.7% |
| 6M | +276.7% | -5.6% | +282.3% | +393.3% |
| YTD | +565.1% | +4.7% | +560.4% | +620.8% |
| 1Y | +2,802.6% | +6.7% | +2,795.9% | +3,106.4% |
| All | +2,802.6% | +8.5% | +2,794.1% | +3,106.4% |
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