+32.6%
NET vs HUBB
+132.8%
-100.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.0% |
| 7D | -16.4% | +0.2% | -16.6% | -16.4% |
| 30D | -25.8% | -8.8% | -17.0% | -21.4% |
| 3M | -11.5% | -12.5% | +0.9% | -4.3% |
| 6M | +18.9% | -14.5% | +33.5% | +28.1% |
| YTD | +35.2% | -0.4% | +35.7% | +27.8% |
| 1Y | +14.5% | -3.4% | +17.9% | +10.5% |
| 3Y | +313.8% | +61.6% | +252.2% | +144.0% |
| 5Y | +32.6% | +131.9% | -99.3% | -51.1% |
| All | +32.6% | +132.8% | -100.3% | -51.1% |
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