+715.0%
P vs HUBB
+430.1%
+284.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.0% |
| 7D | +7.8% | +4.8% | +3.0% | +4.4% |
| 30D | +12.3% | -9.3% | +21.6% | +20.2% |
| 3M | +37.1% | -3.9% | +41.0% | +40.9% |
| 6M | +66.1% | -0.8% | +66.9% | +66.0% |
| YTD | +50.9% | +5.6% | +45.4% | +45.1% |
| 1Y | +27.2% | +7.7% | +19.5% | +20.8% |
| 3Y | +158.7% | +47.5% | +111.2% | +100.9% |
| 5Y | +291.1% | +153.7% | +137.4% | +106.4% |
| 10Y | +715.0% | +433.0% | +282.0% | +155.1% |
| All | +715.0% | +430.1% | +284.9% | +155.1% |
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