+730.4%
SW vs HUBB
+1,318.5%
-588.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.8% |
| 7D | +4.7% | -4.4% | +9.1% | +5.4% |
| 30D | +5.0% | -13.7% | +18.7% | +7.5% |
| 3M | -7.3% | -18.2% | +10.9% | -4.4% |
| 6M | +15.0% | -17.0% | +32.0% | +18.3% |
| YTD | +18.5% | -4.9% | +23.4% | +19.3% |
| 1Y | +27.1% | -9.4% | +36.6% | +28.9% |
| 3Y | +49.3% | +54.4% | -5.1% | +40.7% |
| 5Y | -1.6% | +119.8% | -121.5% | -11.6% |
| 10Y | +185.4% | +397.1% | -211.7% | +134.8% |
| All | +730.4% | +1,318.5% | -588.1% | +560.2% |
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