+64.8%
PR vs HUBB
+413.4%
-348.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.5% |
| 7D | -12.4% | +1.8% | -14.2% | -13.2% |
| 30D | -6.6% | -6.9% | +0.3% | -3.4% |
| 3M | +7.5% | -13.8% | +21.3% | +15.2% |
| 6M | +10.8% | -9.8% | +20.6% | +13.8% |
| YTD | +57.0% | +0.3% | +56.7% | +49.0% |
| 1Y | +67.9% | -3.3% | +71.3% | +62.0% |
| 3Y | +87.6% | +61.0% | +26.6% | +26.7% |
| 5Y | +220.4% | +128.5% | +91.9% | +64.5% |
| 10Y | +64.8% | +398.9% | -334.1% | -29.1% |
| All | +64.8% | +413.4% | -348.6% | -29.1% |
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