-53.2%
S vs HUBB
+171.4%
-224.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.7% | +0.5% | -8.2% | -8.0% |
| 30D | -5.3% | -10.0% | +4.7% | -0.7% |
| 3M | +20.3% | -4.8% | +25.0% | +21.1% |
| 6M | +47.4% | -5.6% | +52.9% | +46.9% |
| YTD | +32.5% | +4.7% | +27.9% | +23.6% |
| 1Y | +9.5% | +6.7% | +2.9% | +0.3% |
| 3Y | +15.5% | +45.8% | -30.2% | -14.6% |
| 5Y | -71.2% | +145.9% | -217.1% | -86.2% |
| All | -53.2% | +171.4% | -224.6% | -75.8% |
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