+116.1%
PG vs HUBB
+446.9%
-330.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | -10.0% | +10.8% | +2.5% |
| 3M | -1.3% | -1.6% | +0.3% | -1.5% |
| 6M | -3.8% | -3.1% | -0.7% | -4.0% |
| YTD | +3.6% | +4.6% | -1.0% | +1.8% |
| 1Y | -5.7% | +3.3% | -9.1% | -7.5% |
| 3Y | +1.6% | +46.6% | -45.0% | -10.2% |
| 5Y | +14.6% | +158.7% | -144.1% | -15.0% |
| All | +116.1% | +446.9% | -330.7% | +29.6% |
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