+336.7%
RF vs HUBB
+430.1%
-93.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.7% |
| 7D | +2.7% | +4.8% | -2.2% | -0.4% |
| 30D | -3.4% | -9.3% | +5.9% | +2.7% |
| 3M | +6.4% | -3.9% | +10.2% | +7.1% |
| 6M | +13.4% | -0.8% | +14.2% | +10.4% |
| YTD | +14.2% | +5.6% | +8.7% | +5.8% |
| 1Y | +15.7% | +7.7% | +8.0% | +4.8% |
| 3Y | +91.3% | +47.5% | +43.9% | +30.0% |
| 5Y | +89.8% | +153.7% | -63.9% | -21.2% |
| 10Y | +336.7% | +433.0% | -96.3% | -3.5% |
| All | +336.7% | +430.1% | -93.4% | -3.5% |
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