+1,602.9%
NET vs HUBB
+280.5%
+1,322.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.3% |
| 7D | +9.9% | -0.1% | +10.0% | +9.8% |
| 30D | -1.6% | -10.0% | +8.4% | +3.0% |
| 3M | +34.8% | -1.6% | +36.4% | +34.0% |
| 6M | +43.9% | -3.1% | +47.0% | +42.5% |
| YTD | +55.5% | +4.6% | +50.9% | +48.0% |
| 1Y | +36.5% | +3.3% | +33.1% | +30.5% |
| 3Y | +368.3% | +46.6% | +321.7% | +276.6% |
| 5Y | +140.5% | +158.7% | -18.2% | +57.2% |
| All | +1,602.9% | +280.5% | +1,322.5% | +1,016.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling