+64.3%
T vs HUBB
+440.4%
-376.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | +4.6% | -9.6% | +14.2% | +6.6% |
| 3M | +12.2% | -6.2% | +18.4% | +13.0% |
| 6M | -6.5% | -6.2% | -0.3% | -6.3% |
| YTD | +4.9% | +3.4% | +1.5% | +2.3% |
| 1Y | -10.5% | +5.3% | -15.8% | -13.4% |
| 3Y | +104.6% | +44.4% | +60.2% | +73.5% |
| 5Y | +64.2% | +152.4% | -88.2% | +9.7% |
| All | +64.3% | +440.4% | -376.1% | -18.5% |
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