+62.5%
T vs HUBB
+381.1%
-318.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | +1.8% | +0.8% | +2.2% |
| 30D | -3.8% | -7.7% | +3.9% | -2.5% |
| 3M | -8.7% | -13.6% | +4.8% | -6.4% |
| 6M | -8.1% | -9.1% | +1.0% | -7.3% |
| YTD | -6.4% | -0.7% | -5.7% | -8.3% |
| 1Y | -9.8% | +1.1% | -10.8% | -12.0% |
| 3Y | +65.5% | +56.2% | +9.3% | +35.8% |
| 5Y | +57.0% | +126.6% | -69.7% | +8.2% |
| All | +62.5% | +381.1% | -318.6% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling