+108.2%
T vs HUBB
+48.8%
+59.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.2% |
| 7D | -1.5% | +4.8% | -6.4% | -1.1% |
| 30D | +7.6% | -9.3% | +16.9% | +6.6% |
| 3M | +15.3% | -3.9% | +19.2% | +15.0% |
| 6M | -8.5% | -0.8% | -7.6% | -8.4% |
| YTD | +6.8% | +5.6% | +1.2% | +7.3% |
| 1Y | -7.2% | +7.7% | -15.0% | -6.7% |
| 3Y | +108.2% | +47.5% | +60.8% | +112.0% |
| All | +108.2% | +48.8% | +59.4% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling