+39.5%
PL vs HUBB
+146.9%
-107.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +10.0% | +1.8% | +8.3% | +9.0% |
| 30D | -2.3% | -7.7% | +5.4% | +3.3% |
| 3M | -44.2% | -13.6% | -30.6% | -38.4% |
| 6M | -66.1% | -9.1% | -57.0% | -64.0% |
| YTD | -30.0% | -0.7% | -29.2% | -31.7% |
| 1Y | +21.0% | +1.1% | +20.0% | +17.4% |
| 3Y | +516.5% | +56.2% | +460.3% | +370.7% |
| 5Y | +32.0% | +126.6% | -94.6% | -23.9% |
| All | +39.5% | +146.9% | -107.4% | -19.8% |
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