+322.4%
NET vs HUBB
+61.3%
+261.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.4% |
| 7D | -16.4% | +0.2% | -16.6% | -16.4% |
| 30D | -25.8% | -8.8% | -17.0% | -22.5% |
| 3M | -11.5% | -12.5% | +0.9% | -6.0% |
| 6M | +18.9% | -14.5% | +33.5% | +26.1% |
| YTD | +35.2% | -0.4% | +35.7% | +28.6% |
| 1Y | +14.5% | -3.4% | +17.9% | +10.9% |
| All | +322.4% | +61.3% | +261.1% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling