+38.1%
Q vs HUBB
-1.9%
+40.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | +1.2% | +1.8% | -0.6% | -0.5% |
| 30D | -2.7% | -7.7% | +5.0% | +5.5% |
| 3M | -16.9% | -13.6% | -3.4% | -3.6% |
| 6M | -26.9% | -9.1% | -17.7% | -18.8% |
| YTD | +45.2% | -0.7% | +46.0% | +42.3% |
| 1Y | +38.1% | +1.1% | +37.1% | +32.4% |
| All | +38.1% | -1.9% | +40.0% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling