+1,535.1%
SRE vs HUBB
+2,251.6%
-716.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +1.4% | +4.8% | -3.4% | 0.0% |
| 30D | +1.9% | -9.3% | +11.2% | +4.8% |
| 3M | -3.3% | -3.9% | +0.6% | -2.8% |
| 6M | -6.4% | -0.8% | -5.6% | -7.3% |
| YTD | -1.8% | +5.6% | -7.4% | -4.8% |
| 1Y | +10.7% | +7.7% | +3.0% | +6.3% |
| 3Y | +31.8% | +47.5% | -15.7% | +11.6% |
| 5Y | +49.2% | +153.7% | -104.5% | +4.4% |
| 10Y | +118.5% | +433.0% | -314.5% | +17.2% |
| All | +1,535.1% | +2,251.6% | -716.5% | +422.2% |
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