+65.0%
PPL vs HUBB
+396.5%
-331.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.0% | +1.2% | -2.1% | -1.3% |
| 30D | +3.0% | -6.4% | +9.5% | +4.6% |
| 3M | +1.1% | -14.4% | +15.5% | +5.0% |
| 6M | -0.8% | -9.0% | +8.2% | +0.8% |
| YTD | +3.5% | +0.7% | +2.7% | +1.4% |
| 1Y | -0.9% | -0.3% | -0.6% | -2.7% |
| 3Y | +54.2% | +59.2% | -5.0% | +23.6% |
| 5Y | +46.3% | +130.2% | -83.9% | -2.0% |
| 10Y | +65.0% | +391.8% | -326.7% | -15.5% |
| All | +65.0% | +396.5% | -331.4% | -15.5% |
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