+572.1%
ON vs HUBB
+437.4%
+134.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.6% |
| 7D | -4.7% | -1.7% | -3.0% | -3.3% |
| 30D | -13.5% | -12.7% | -0.8% | -2.5% |
| 3M | -36.3% | -2.9% | -33.4% | -34.1% |
| 6M | +17.8% | -4.8% | +22.5% | +23.8% |
| YTD | +29.6% | +2.8% | +26.8% | +26.6% |
| 1Y | +45.8% | +3.5% | +42.3% | +40.8% |
| 3Y | -28.3% | +43.5% | -71.9% | -50.2% |
| 5Y | +49.6% | +154.2% | -104.5% | -40.2% |
| All | +572.1% | +437.4% | +134.7% | +44.0% |
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