+743.1%
SW vs HUBB
+1,384.4%
-641.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.5% | +4.5% |
| 7D | +12.1% | +0.2% | +11.8% | +11.9% |
| 30D | +6.6% | -8.8% | +15.4% | +8.1% |
| 3M | -6.0% | -12.5% | +6.5% | -4.1% |
| 6M | +21.5% | -14.5% | +36.0% | +24.3% |
| YTD | +20.3% | -0.4% | +20.8% | +20.2% |
| 1Y | +28.1% | -3.4% | +31.6% | +28.6% |
| 3Y | +51.6% | +61.6% | -10.0% | +41.8% |
| 5Y | -0.1% | +131.9% | -132.0% | -11.0% |
| 10Y | +189.7% | +420.2% | -230.4% | +136.7% |
| All | +743.1% | +1,384.4% | -641.4% | +565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling