+109.0%
SPG vs HUBB
+381.1%
-272.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.0% | +1.8% | +0.2% | +1.0% |
| 30D | +17.2% | -7.7% | +24.9% | +21.7% |
| 3M | +6.3% | -13.6% | +19.9% | +13.9% |
| 6M | +18.7% | -9.1% | +27.8% | +21.7% |
| YTD | +30.1% | -0.7% | +30.8% | +24.5% |
| 1Y | +32.8% | +1.1% | +31.7% | +25.3% |
| 3Y | +133.6% | +56.2% | +77.4% | +54.1% |
| 5Y | +84.4% | +126.6% | -42.2% | -12.1% |
| All | +109.0% | +381.1% | -272.1% | -38.1% |
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