+183.3%
SW vs HUBB
+413.4%
-230.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | +1.8% | +1.8% | 0.0% | +1.2% |
| 30D | +7.0% | -6.9% | +13.9% | +8.8% |
| 3M | -7.6% | -13.8% | +6.2% | -4.2% |
| 6M | +8.5% | -9.8% | +18.4% | +11.1% |
| YTD | +17.7% | +0.3% | +17.4% | +16.9% |
| 1Y | +27.1% | -3.3% | +30.4% | +27.4% |
| 3Y | +48.2% | +61.0% | -12.8% | +31.0% |
| 5Y | -2.3% | +128.5% | -130.8% | -21.2% |
| 10Y | +183.3% | +398.9% | -215.6% | +98.1% |
| All | +183.3% | +413.4% | -230.1% | +98.1% |
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