+45.3%
SO vs HUBB
+48.8%
-3.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +1.0% | +4.8% | -3.8% | +1.2% |
| 30D | -3.2% | -9.3% | +6.1% | -3.5% |
| 3M | -1.7% | -3.9% | +2.2% | -1.8% |
| 6M | -7.2% | -0.8% | -6.4% | -7.2% |
| YTD | +4.6% | +5.6% | -1.0% | +4.8% |
| 1Y | +1.2% | +7.7% | -6.5% | +1.6% |
| 3Y | +45.3% | +47.5% | -2.2% | +43.7% |
| All | +45.3% | +48.8% | -3.6% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling