+19.6%
SW vs HUBB
+46.3%
-26.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | -4.6% | -10.0% | +5.4% | -0.4% |
| 3M | +9.4% | -4.8% | +14.1% | +11.2% |
| 6M | +3.5% | -5.6% | +9.1% | +5.3% |
| YTD | +22.0% | +4.7% | +17.4% | +18.9% |
| 1Y | +2.2% | +6.7% | -4.5% | -1.7% |
| All | +19.6% | +46.3% | -26.7% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling