+169.5%
PR vs HUBB
+427.5%
-258.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +2.9% | +0.5% | +2.4% | +2.5% |
| 30D | +18.0% | -10.0% | +28.1% | +24.1% |
| 3M | +16.9% | -4.8% | +21.6% | +17.6% |
| 6M | +28.2% | -5.6% | +33.8% | +27.7% |
| YTD | +69.3% | +4.7% | +64.7% | +58.3% |
| 1Y | +69.5% | +6.7% | +62.8% | +55.0% |
| 3Y | +81.7% | +45.8% | +35.9% | +32.2% |
| 5Y | +422.2% | +145.9% | +276.3% | +163.9% |
| 10Y | +110.4% | +418.6% | -308.2% | -11.1% |
| All | +169.5% | +427.5% | -258.0% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling