+61.9%
SPG vs HUBB
+440.4%
-378.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.3% |
| 7D | -1.7% | +1.1% | -2.7% | -2.2% |
| 30D | -6.3% | -9.6% | +3.3% | -1.2% |
| 3M | -2.4% | -6.2% | +3.7% | -0.6% |
| 6M | +9.6% | -6.2% | +15.8% | +10.4% |
| YTD | +14.2% | +3.4% | +10.9% | +7.8% |
| 1Y | +19.3% | +5.3% | +14.0% | +10.1% |
| 3Y | +106.7% | +44.4% | +62.4% | +45.4% |
| 5Y | +104.2% | +152.4% | -48.2% | -8.7% |
| All | +61.9% | +440.4% | -378.6% | -53.4% |
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