+11.2%
SPYG vs HUBB
-4.0%
+15.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.9% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -6.2% | -8.8% | +2.6% | -4.0% |
| 3M | -3.6% | -12.5% | +8.9% | -0.5% |
| 6M | +4.8% | -14.5% | +19.3% | +8.5% |
| YTD | +11.0% | -0.4% | +11.4% | +8.0% |
| 1Y | +11.2% | -3.4% | +14.7% | +9.5% |
| All | +11.2% | -4.0% | +15.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling