+273.5%
SHW vs HUBB
+437.4%
-163.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.5% | -1.7% | -2.8% | -3.8% |
| 30D | -12.7% | -12.7% | 0.0% | -7.4% |
| 3M | +4.7% | -2.9% | +7.6% | +5.1% |
| 6M | -3.4% | -4.8% | +1.4% | -2.8% |
| YTD | -1.3% | +2.8% | -4.1% | -4.5% |
| 1Y | -10.4% | +3.5% | -13.9% | -13.9% |
| 3Y | +20.1% | +43.5% | -23.4% | -5.5% |
| 5Y | +10.5% | +154.2% | -143.7% | -37.0% |
| All | +273.5% | +437.4% | -163.9% | +38.5% |
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