+77.5%
SO vs HUBB
+126.4%
-48.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.4% |
| 7D | -0.9% | +4.6% | -5.5% | -1.2% |
| 30D | +4.9% | -8.4% | +13.3% | +5.4% |
| 3M | +0.8% | -14.3% | +15.1% | +1.6% |
| 6M | +0.6% | -9.3% | +9.9% | +0.9% |
| YTD | +8.7% | -0.5% | +9.2% | +8.0% |
| 1Y | +4.0% | -2.1% | +6.1% | +3.4% |
| 3Y | +50.6% | +57.2% | -6.7% | +36.5% |
| 5Y | +77.5% | +127.1% | -49.6% | +45.2% |
| All | +77.5% | +126.4% | -48.9% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling