-2.3%
SW vs HUBB
+147.2%
-149.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +9.4% | -4.8% | +14.1% | +10.9% |
| 6M | +3.5% | -5.6% | +9.1% | +5.1% |
| YTD | +22.0% | +4.7% | +17.4% | +19.8% |
| 1Y | +2.2% | +6.7% | -4.5% | -0.7% |
| 3Y | +19.6% | +45.8% | -26.2% | +5.7% |
| All | -2.3% | +147.2% | -149.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling