+108.5%
RF vs HUBB
+58.1%
+50.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | +6.0% | -9.7% | +15.7% | +9.6% |
| 3M | -8.9% | -15.2% | +6.3% | -3.8% |
| 6M | +2.3% | -14.0% | +16.3% | +6.6% |
| YTD | +7.6% | -2.4% | +10.0% | +4.7% |
| 1Y | +21.2% | -5.8% | +27.0% | +19.7% |
| 3Y | +108.5% | +60.4% | +48.1% | +46.4% |
| All | +108.5% | +58.1% | +50.5% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling