+1,514.2%
RF vs HUBB
+152,497.4%
-150,983.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -3.6% | -10.0% | +6.4% | -3.4% |
| 3M | +8.1% | -4.8% | +12.8% | +8.1% |
| 6M | +11.5% | -5.6% | +17.0% | +11.5% |
| YTD | +15.6% | +4.7% | +10.9% | +15.4% |
| 1Y | +15.7% | +6.7% | +9.0% | +15.5% |
| 3Y | +86.9% | +45.8% | +41.1% | +85.5% |
| 5Y | +89.8% | +145.9% | -56.1% | +86.8% |
| 10Y | +344.7% | +418.6% | -73.9% | +334.0% |
| All | +1,514.2% | +152,497.4% | -150,983.2% | +1,683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling