-89.0%
OPEN vs HUBB
+281.0%
-370.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -15.0% | +1.8% | -16.8% | -16.0% |
| 30D | -40.2% | -7.7% | -32.5% | -37.2% |
| 3M | -67.4% | -13.6% | -53.8% | -64.1% |
| 6M | -74.0% | -9.1% | -64.9% | -73.1% |
| YTD | -79.6% | -0.7% | -78.9% | -80.8% |
| 1Y | -86.1% | +1.1% | -87.2% | -87.1% |
| 3Y | -41.4% | +56.2% | -97.6% | -62.7% |
| 5Y | -94.9% | +126.6% | -221.5% | -97.6% |
| All | -89.0% | +281.0% | -370.0% | -95.6% |
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