+311.2%
SPY vs HUBB
+437.4%
-126.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.0% | -1.7% | -0.3% | -1.3% |
| 30D | -1.7% | -12.7% | +11.0% | +3.8% |
| 3M | +4.7% | -2.9% | +7.7% | +5.2% |
| 6M | +12.5% | -4.8% | +17.3% | +13.1% |
| YTD | +11.7% | +2.8% | +9.0% | +8.2% |
| 1Y | +17.5% | +3.5% | +14.0% | +13.0% |
| 3Y | +76.6% | +43.5% | +33.0% | +42.0% |
| 5Y | +82.0% | +154.2% | -72.2% | +8.6% |
| All | +311.2% | +437.4% | -126.2% | +67.6% |
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