+504.9%
P vs HUBB
+525.7%
-20.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +4.3% |
| 7D | -9.6% | +1.8% | -11.4% | -10.2% |
| 30D | -33.4% | -6.9% | -26.6% | -29.7% |
| 3M | +14.2% | -13.8% | +28.0% | +27.4% |
| 6M | +31.6% | -9.8% | +41.4% | +42.5% |
| YTD | +53.5% | +0.3% | +53.2% | +54.0% |
| 1Y | +14.2% | -3.3% | +17.5% | +17.7% |
| 3Y | +190.5% | +61.0% | +129.5% | +117.2% |
| 5Y | +256.3% | +128.5% | +127.8% | +104.8% |
| 10Y | +707.9% | +398.9% | +308.9% | +172.1% |
| All | +504.9% | +525.7% | -20.8% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling