+190.5%
P vs HUBB
+61.5%
+129.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +3.8% |
| 7D | -9.6% | +1.8% | -11.4% | -10.3% |
| 30D | -33.4% | -6.9% | -26.6% | -28.8% |
| 3M | +14.2% | -13.8% | +28.0% | +30.6% |
| 6M | +31.6% | -9.8% | +41.4% | +44.5% |
| YTD | +53.5% | +0.3% | +53.2% | +52.0% |
| 1Y | +14.2% | -3.3% | +17.5% | +16.9% |
| 3Y | +190.5% | +61.0% | +129.5% | +119.7% |
| All | +190.5% | +61.5% | +129.0% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling