+97.2%
NI vs HUBB
+157.3%
-60.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -1.4% | -10.0% | +8.6% | +0.2% |
| 3M | -10.6% | -1.6% | -9.0% | -10.7% |
| 6M | -9.3% | -3.1% | -6.2% | -9.4% |
| YTD | +1.1% | +4.6% | -3.4% | -0.4% |
| 1Y | +3.4% | +3.3% | 0.0% | +1.8% |
| 3Y | +67.9% | +46.6% | +21.3% | +49.9% |
| All | +97.2% | +157.3% | -60.2% | +46.9% |
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 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