-71.5%
S vs HUBB
+154.5%
-226.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.7% |
| 7D | -5.8% | +4.8% | -10.7% | -8.0% |
| 30D | -9.2% | -9.3% | +0.1% | -5.0% |
| 3M | +23.4% | -3.9% | +27.2% | +23.7% |
| 6M | +36.9% | -0.8% | +37.8% | +32.9% |
| YTD | +29.5% | +5.6% | +24.0% | +19.8% |
| 1Y | +5.4% | +7.7% | -2.3% | -4.4% |
| 3Y | +14.7% | +47.5% | -32.8% | -17.3% |
| 5Y | -71.5% | +153.7% | -225.2% | -88.0% |
| All | -71.5% | +154.5% | -226.1% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling