+213.6%
RF vs HUBB
+381.1%
-167.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.4% |
| 7D | +1.9% | +1.8% | +0.2% | +0.8% |
| 30D | +7.3% | -7.7% | +15.0% | +12.2% |
| 3M | -7.9% | -13.6% | +5.6% | 0.0% |
| 6M | +10.5% | -9.1% | +19.6% | +14.1% |
| YTD | +9.6% | -0.7% | +10.4% | +4.7% |
| 1Y | +20.3% | +1.1% | +19.2% | +13.3% |
| 3Y | +119.5% | +56.2% | +63.3% | +41.5% |
| 5Y | +48.2% | +126.6% | -78.4% | -33.1% |
| All | +213.6% | +381.1% | -167.5% | -18.4% |
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 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