+559.2%
SPYG vs HUBB
+3,544.7%
-2,985.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | +0.3% | +1.1% | -0.8% | -0.2% |
| 30D | -1.7% | -9.6% | +7.9% | +2.7% |
| 3M | +3.6% | -6.2% | +9.8% | +5.9% |
| 6M | +16.6% | -6.2% | +22.7% | +18.3% |
| YTD | +13.4% | +3.4% | +10.0% | +9.7% |
| 1Y | +19.6% | +5.3% | +14.3% | +14.2% |
| 3Y | +99.8% | +44.4% | +55.4% | +60.6% |
| 5Y | +85.0% | +152.4% | -67.4% | +12.3% |
| 10Y | +422.1% | +437.0% | -14.9% | +111.4% |
| All | +559.2% | +3,544.7% | -2,985.5% | -9.6% |
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 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