+26.8%
PL vs HUBB
+142.7%
-115.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.5% | +7.8% | +8.7% |
| 7D | -6.8% | +1.7% | -8.5% | -7.5% |
| 30D | -29.3% | -9.7% | -19.6% | -24.3% |
| 3M | -44.8% | -15.2% | -29.6% | -38.4% |
| 6M | -68.4% | -14.0% | -54.4% | -65.2% |
| YTD | -36.4% | -2.4% | -33.9% | -37.3% |
| 1Y | +0.7% | -5.8% | +6.5% | +2.5% |
| 3Y | +455.3% | +60.4% | +394.9% | +318.7% |
| 5Y | +22.7% | +125.4% | -102.7% | -28.6% |
| All | +26.8% | +142.7% | -115.9% | -26.4% |
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