+504.4%
NOW vs HUBB
+382.2%
+122.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -1.7% | +4.6% | -6.2% | -3.3% |
| 30D | -27.4% | -8.4% | -19.0% | -25.1% |
| 3M | -19.4% | -14.3% | -5.1% | -15.1% |
| 6M | +13.1% | -9.3% | +22.4% | +14.4% |
| YTD | -34.3% | -0.5% | -33.8% | -37.8% |
| 1Y | -41.8% | -2.1% | -39.6% | -44.6% |
| 3Y | -20.7% | +57.2% | -77.9% | -41.4% |
| 5Y | -27.2% | +127.1% | -154.3% | -55.7% |
| All | +504.4% | +382.2% | +122.2% | +149.7% |
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