+414.4%
SPYG vs HUBB
+446.9%
-32.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.1% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.5% | -10.0% | +8.4% | +2.9% |
| 3M | +3.7% | -1.6% | +5.3% | +3.7% |
| 6M | +16.4% | -3.1% | +19.5% | +16.4% |
| YTD | +13.3% | +4.6% | +8.7% | +9.1% |
| 1Y | +17.9% | +3.3% | +14.5% | +13.6% |
| 3Y | +98.3% | +46.6% | +51.8% | +58.8% |
| 5Y | +86.4% | +158.7% | -72.3% | +11.8% |
| All | +414.4% | +446.9% | -32.5% | +113.6% |
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