+138.6%
NOK vs HUBB
+446.9%
-308.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.0% |
| 7D | +11.0% | -0.1% | +11.0% | +11.0% |
| 30D | +7.8% | -10.0% | +17.8% | +12.9% |
| 3M | -21.0% | -1.6% | -19.4% | -20.3% |
| 6M | +40.9% | -3.1% | +44.0% | +42.5% |
| YTD | +72.0% | +4.6% | +67.4% | +68.0% |
| 1Y | +140.9% | +3.3% | +137.6% | +136.4% |
| 3Y | +194.3% | +46.6% | +147.7% | +136.3% |
| 5Y | +112.5% | +158.7% | -46.2% | +25.9% |
| All | +138.6% | +446.9% | -308.3% | -9.0% |
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 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