+49.4%
S vs HUBB
+58.5%
-9.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +1.4% | -2.6% | +3.9% | +2.5% |
| 30D | -10.8% | -7.7% | -3.2% | -8.1% |
| 3M | +5.4% | -13.0% | +18.4% | +10.9% |
| 6M | +41.2% | -10.6% | +51.8% | +44.6% |
| YTD | +56.2% | -0.6% | +56.8% | +47.1% |
| 1Y | +36.3% | -4.1% | +40.4% | +31.0% |
| 3Y | +49.4% | +57.2% | -7.7% | -6.3% |
| All | +49.4% | +58.5% | -9.1% | -6.3% |
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