+154.8%
SO vs HUBB
+437.4%
-282.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.1% | -1.7% | +0.5% | -0.8% |
| 30D | -3.7% | -12.7% | +8.9% | -1.3% |
| 3M | -5.9% | -2.9% | -3.0% | -5.8% |
| 6M | -7.3% | -4.8% | -2.5% | -7.3% |
| YTD | +3.1% | +2.8% | +0.3% | +1.3% |
| 1Y | -1.0% | +3.5% | -4.5% | -3.2% |
| 3Y | +43.2% | +43.5% | -0.3% | +24.9% |
| 5Y | +59.1% | +154.2% | -95.1% | +13.7% |
| All | +154.8% | +437.4% | -282.6% | +48.3% |
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