+318.0%
SPYM vs HUBB
+446.9%
-128.8%
-33.9%
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 | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -1.1% | -10.0% | +8.9% | +3.1% |
| 3M | +3.9% | -1.6% | +5.5% | +3.7% |
| 6M | +13.6% | -3.1% | +16.7% | +13.4% |
| YTD | +12.7% | +4.6% | +8.1% | +8.4% |
| 1Y | +17.6% | +3.3% | +14.2% | +13.2% |
| 3Y | +77.2% | +46.6% | +30.7% | +41.0% |
| 5Y | +84.1% | +158.7% | -74.6% | +8.6% |
| All | +318.0% | +446.9% | -128.8% | +67.3% |
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 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