+3,094.0%
SPY vs HUBB
+67,857.3%
-64,763.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +0.1% | -10.0% | +10.1% | +0.2% |
| 3M | +2.0% | -4.8% | +6.8% | +2.0% |
| 6M | +13.0% | -5.6% | +18.6% | +13.1% |
| YTD | +13.5% | +4.7% | +8.9% | +13.4% |
| 1Y | +20.0% | +6.7% | +13.3% | +19.8% |
| 3Y | +77.2% | +45.8% | +31.4% | +76.3% |
| 5Y | +81.9% | +145.9% | -64.1% | +79.9% |
| 10Y | +314.1% | +418.6% | -104.5% | +306.7% |
| All | +3,094.0% | +67,857.3% | -64,763.3% | +3,041.3% |
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