+152.6%
PR vs HUBB
+391.7%
-239.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.6% |
| 7D | -16.4% | +1.7% | -18.1% | -17.2% |
| 30D | -1.9% | -9.7% | +7.8% | +3.0% |
| 3M | +8.0% | -15.2% | +23.1% | +16.4% |
| 6M | +4.1% | -14.0% | +18.1% | +9.7% |
| YTD | +58.7% | -2.4% | +61.1% | +53.0% |
| 1Y | +75.8% | -5.8% | +81.6% | +72.2% |
| 3Y | +73.2% | +60.4% | +12.7% | +18.3% |
| 5Y | +230.1% | +125.4% | +104.7% | +74.3% |
| 10Y | +67.4% | +409.7% | -342.4% | -26.9% |
| All | +152.6% | +391.7% | -239.1% | +10.8% |
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 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