+6,354.3%
SO vs HUBB
+144,634.5%
-138,280.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.4% | +1.8% | -0.4% | +1.3% |
| 30D | +4.7% | -7.7% | +12.4% | +4.7% |
| 3M | +1.7% | -13.6% | +15.3% | +1.8% |
| 6M | +2.2% | -9.1% | +11.3% | +2.2% |
| YTD | +10.0% | -0.7% | +10.7% | +9.9% |
| 1Y | +6.0% | +1.1% | +5.0% | +6.0% |
| 3Y | +54.1% | +56.2% | -2.1% | +53.7% |
| 5Y | +79.6% | +126.6% | -47.0% | +78.9% |
| 10Y | +195.5% | +384.6% | -189.1% | +193.4% |
| All | +6,354.3% | +144,634.5% | -138,280.3% | +6,099.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling