+447.8%
SN vs HUBB
+46.1%
+401.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +3.0% |
| 7D | +1.5% | +1.8% | -0.2% | +0.5% |
| 30D | +21.5% | -7.7% | +29.2% | +26.8% |
| 3M | +20.0% | -13.6% | +33.6% | +30.1% |
| 6M | +119.9% | -9.1% | +129.0% | +128.1% |
| YTD | +102.3% | -0.7% | +103.0% | +97.3% |
| 1Y | +148.0% | +1.1% | +146.9% | +138.8% |
| 3Y | +450.0% | +56.2% | +393.8% | +332.8% |
| All | +447.8% | +46.1% | +401.7% | +329.5% |
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