+361.6%
PSX vs HUBB
+381.1%
-19.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +7.8% | +1.8% | +6.1% | +6.9% |
| 30D | -10.9% | -7.7% | -3.2% | -7.4% |
| 3M | +14.5% | -13.6% | +28.0% | +22.4% |
| 6M | +56.1% | -9.1% | +65.2% | +60.0% |
| YTD | +109.6% | -0.7% | +110.3% | +100.1% |
| 1Y | +95.5% | +1.1% | +94.5% | +84.4% |
| 3Y | +156.2% | +56.2% | +100.0% | +76.8% |
| 5Y | +310.0% | +126.6% | +183.4% | +106.5% |
| All | +361.6% | +381.1% | -19.4% | +38.8% |
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 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