+50.9%
O vs HUBB
+437.4%
-386.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.5% | -1.7% | -1.8% | -3.0% |
| 30D | -3.3% | -12.7% | +9.3% | +0.6% |
| 3M | -2.8% | -2.9% | +0.1% | -2.8% |
| 6M | -5.8% | -4.8% | -1.0% | -5.8% |
| YTD | +9.4% | +2.8% | +6.6% | +6.2% |
| 1Y | +5.7% | +3.5% | +2.1% | +1.8% |
| 3Y | +27.2% | +43.5% | -16.3% | +2.3% |
| 5Y | +17.2% | +154.2% | -137.0% | -30.6% |
| All | +50.9% | +437.4% | -386.5% | -37.6% |
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