+302.3%
NEM vs HUBB
+446.9%
-144.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.2% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +7.8% | -10.0% | +17.8% | +10.1% |
| 3M | +30.2% | -1.6% | +31.8% | +30.4% |
| 6M | +9.6% | -3.1% | +12.7% | +9.9% |
| YTD | +27.8% | +4.6% | +23.2% | +26.5% |
| 1Y | +60.7% | +3.3% | +57.4% | +59.3% |
| 3Y | +245.3% | +46.6% | +198.7% | +217.2% |
| 5Y | +155.3% | +158.7% | -3.3% | +109.6% |
| All | +302.3% | +446.9% | -144.6% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling