-53.5%
S vs HUBB
+171.2%
-224.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -11.4% | -10.0% | -1.5% | -7.1% |
| 3M | +33.8% | -1.6% | +35.4% | +32.5% |
| 6M | +39.5% | -3.1% | +42.6% | +37.2% |
| YTD | +31.7% | +4.6% | +27.1% | +22.8% |
| 1Y | +7.0% | +3.3% | +3.6% | -0.2% |
| 3Y | +11.8% | +46.6% | -34.8% | -17.4% |
| 5Y | -69.0% | +158.7% | -227.7% | -84.8% |
| All | -53.5% | +171.2% | -224.7% | -75.9% |
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 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