+231.7%
RF vs HUBB
+396.5%
-164.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.0% |
| 7D | -1.3% | +1.2% | -2.5% | -2.2% |
| 30D | +4.6% | -6.4% | +11.1% | +8.5% |
| 3M | -8.4% | -14.4% | +5.9% | +0.1% |
| 6M | +8.9% | -9.0% | +17.8% | +12.3% |
| YTD | +8.8% | +0.7% | +8.1% | +2.9% |
| 1Y | +18.9% | -0.3% | +19.2% | +13.0% |
| 3Y | +116.0% | +59.2% | +56.8% | +37.3% |
| 5Y | +46.0% | +130.2% | -84.2% | -34.9% |
| 10Y | +231.7% | +391.8% | -160.0% | -20.5% |
| All | +231.7% | +396.5% | -164.8% | -20.5% |
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