+82.3%
PL vs HUBB
+147.2%
-64.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -9.3% | +0.5% | -9.9% | -9.8% |
| 30D | -18.9% | -10.0% | -8.9% | -12.9% |
| 3M | -58.4% | -4.8% | -53.6% | -57.3% |
| 6M | -30.3% | -5.6% | -24.8% | -29.6% |
| YTD | -8.1% | +4.7% | -12.8% | -14.1% |
| 1Y | +180.5% | +6.7% | +173.8% | +160.7% |
| 3Y | +444.1% | +45.8% | +398.4% | +316.2% |
| All | +82.3% | +147.2% | -64.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling