+49.3%
SW vs HUBB
+54.2%
-4.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +0.3% |
| 7D | +4.7% | -4.4% | +9.1% | +6.4% |
| 30D | +5.0% | -13.7% | +18.7% | +11.1% |
| 3M | -7.3% | -18.2% | +10.9% | +0.2% |
| 6M | +15.0% | -17.0% | +32.0% | +23.0% |
| YTD | +18.5% | -4.9% | +23.4% | +19.2% |
| 1Y | +27.1% | -9.4% | +36.6% | +30.3% |
| All | +49.3% | +54.2% | -4.9% | +29.5% |
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