+2,330.7%
MULL vs HUBB
-0.4%
+2,331.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -8.0% |
| 7D | +3.6% | -1.7% | +5.3% | +7.4% |
| 30D | +22.0% | -12.7% | +34.7% | +66.0% |
| 3M | -8.6% | -2.9% | -5.7% | +11.8% |
| 6M | +248.5% | -4.8% | +253.3% | +340.8% |
| YTD | +516.3% | +2.8% | +513.5% | +589.1% |
| 1Y | +2,036.6% | +3.5% | +2,033.1% | +2,317.3% |
| All | +2,330.7% | -0.4% | +2,331.1% | +2,691.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling