+589.4%
SE vs HUBB
+351.9%
+237.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | -2.5% | -10.0% | +7.6% | +2.6% |
| 3M | +21.7% | -4.8% | +26.5% | +23.0% |
| 6M | +27.0% | -5.6% | +32.6% | +27.1% |
| YTD | -12.1% | +4.7% | -16.8% | -16.5% |
| 1Y | -40.9% | +6.7% | -47.6% | -44.7% |
| 3Y | +191.0% | +45.8% | +145.2% | +124.7% |
| 5Y | -68.3% | +145.9% | -214.2% | -81.6% |
| All | +589.4% | +351.9% | +237.4% | +208.4% |
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