+1,739.5%
MULL vs HUBB
+5.5%
+1,734.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -5.4% |
| 7D | -8.4% | -0.1% | -8.4% | -8.8% |
| 30D | +9.7% | -10.0% | +19.6% | +40.6% |
| 3M | -26.8% | -1.6% | -25.2% | -11.5% |
| 6M | +220.7% | -3.1% | +223.8% | +292.9% |
| YTD | +509.0% | +4.6% | +504.5% | +560.8% |
| 1Y | +1,739.5% | +3.3% | +1,736.2% | +1,971.5% |
| All | +1,739.5% | +5.5% | +1,734.0% | +1,971.5% |
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