+1,065.2%
NRG vs HUBB
+446.9%
+618.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.6% |
| 7D | -4.7% | -0.1% | -4.6% | -4.6% |
| 30D | -6.0% | -10.0% | +4.0% | -0.2% |
| 3M | -8.0% | -1.6% | -6.4% | -8.0% |
| 6M | -23.2% | -3.1% | -20.1% | -22.8% |
| YTD | -28.1% | +4.6% | -32.6% | -30.5% |
| 1Y | -27.3% | +3.3% | -30.6% | -29.5% |
| 3Y | +208.7% | +46.6% | +162.1% | +149.0% |
| 5Y | +197.7% | +158.7% | +39.0% | +75.3% |
| All | +1,065.2% | +446.9% | +618.3% | +318.9% |
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 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