+182.7%
SW vs HUBB
+402.2%
-219.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.6% |
| 7D | +2.3% | +1.7% | +0.7% | +1.8% |
| 30D | +6.8% | -9.7% | +16.4% | +9.5% |
| 3M | -5.2% | -15.2% | +10.0% | -1.2% |
| 6M | +7.4% | -14.0% | +21.4% | +11.3% |
| YTD | +17.4% | -2.4% | +19.8% | +17.6% |
| 1Y | +27.1% | -5.8% | +32.9% | +28.3% |
| 3Y | +47.9% | +60.4% | -12.5% | +31.1% |
| 5Y | -2.6% | +125.4% | -128.0% | -21.0% |
| All | +182.7% | +402.2% | -219.5% | +94.8% |
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