+1,402.2%
RF vs HUBB
+142,140.4%
-140,738.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -0.9% |
| 30D | +6.0% | -9.7% | +15.7% | +6.2% |
| 3M | -8.9% | -15.2% | +6.3% | -8.6% |
| 6M | +2.3% | -14.0% | +16.3% | +2.6% |
| YTD | +7.6% | -2.4% | +10.0% | +7.5% |
| 1Y | +21.2% | -5.8% | +27.0% | +21.2% |
| 3Y | +108.5% | +60.4% | +48.1% | +106.7% |
| 5Y | +43.2% | +125.4% | -82.2% | +41.2% |
| 10Y | +288.1% | +409.7% | -121.7% | +278.9% |
| All | +1,402.2% | +142,140.4% | -140,738.2% | +1,561.9% |
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