+147.8%
SW vs HUBB
+418.0%
-270.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -4.6% | -10.0% | +5.4% | -1.8% |
| 3M | +9.4% | -4.8% | +14.1% | +10.7% |
| 6M | +3.5% | -5.6% | +9.1% | +4.9% |
| YTD | +22.0% | +4.7% | +17.4% | +20.3% |
| 1Y | +2.2% | +6.7% | -4.5% | 0.0% |
| 3Y | +19.6% | +45.8% | -26.2% | +7.7% |
| 5Y | -2.3% | +145.9% | -148.3% | -22.4% |
| All | +147.8% | +418.0% | -270.2% | +59.2% |
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 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