+2,521.4%
PWR vs HUBB
+446.9%
+2,074.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +3.9% |
| 7D | +4.2% | -0.1% | +4.3% | +4.3% |
| 30D | -4.0% | -10.0% | +5.9% | +3.2% |
| 3M | -4.8% | -1.6% | -3.2% | -3.8% |
| 6M | +14.6% | -3.1% | +17.7% | +15.6% |
| YTD | +54.2% | +4.6% | +49.7% | +47.6% |
| 1Y | +67.1% | +3.3% | +63.8% | +61.1% |
| 3Y | +218.5% | +46.6% | +171.9% | +136.6% |
| 5Y | +466.3% | +158.7% | +307.6% | +170.4% |
| All | +2,521.4% | +446.9% | +2,074.5% | +593.0% |
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