+1,449.6%
NET vs HUBB
+280.7%
+1,168.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +0.5% | -7.5% | -7.2% |
| 30D | -4.8% | -10.0% | +5.2% | -0.3% |
| 3M | +3.8% | -4.8% | +8.6% | +5.0% |
| 6M | +50.0% | -5.6% | +55.6% | +50.5% |
| YTD | +41.5% | +4.7% | +36.8% | +34.8% |
| 1Y | +32.8% | +6.7% | +26.2% | +25.2% |
| 3Y | +335.9% | +45.8% | +290.1% | +251.2% |
| 5Y | +113.8% | +145.9% | -32.1% | +40.7% |
| All | +1,449.6% | +280.7% | +1,168.8% | +916.4% |
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 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