+254.8%
SPOT vs HUBB
+367.2%
-112.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -2.9% | +4.8% | -7.7% | -4.4% |
| 30D | +8.3% | -9.3% | +17.6% | +11.6% |
| 3M | +5.1% | -3.9% | +9.0% | +5.1% |
| 6M | -6.5% | -0.8% | -5.6% | -8.3% |
| YTD | -9.0% | +5.6% | -14.5% | -13.5% |
| 1Y | -26.4% | +7.7% | -34.1% | -31.0% |
| 3Y | +240.0% | +47.5% | +192.6% | +173.1% |
| 5Y | +111.7% | +153.7% | -42.0% | +35.9% |
| All | +254.8% | +367.2% | -112.4% | +76.2% |
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 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