+180.8%
NOK vs HUBB
+43.6%
+137.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +8.7% | -1.7% | +10.4% | +9.3% |
| 30D | +12.5% | -12.7% | +25.2% | +17.8% |
| 3M | -20.7% | -2.9% | -17.8% | -19.5% |
| 6M | +36.2% | -4.8% | +40.9% | +38.7% |
| YTD | +64.1% | +2.8% | +61.4% | +63.5% |
| 1Y | +132.4% | +3.5% | +128.9% | +130.9% |
| All | +180.8% | +43.6% | +137.1% | +141.0% |
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 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