+1,066.7%
TER vs HUBB
+388.2%
+678.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.3% |
| 7D | +5.9% | +1.2% | +4.7% | +5.7% |
| 30D | -30.8% | -6.4% | -24.3% | -26.6% |
| 3M | -29.9% | -14.4% | -15.6% | -20.1% |
| 6M | -27.5% | -9.0% | -18.5% | -19.7% |
| YTD | +37.5% | +0.7% | +36.7% | +41.9% |
| 1Y | +50.3% | -0.3% | +50.5% | +56.5% |
| 3Y | +204.9% | +59.2% | +145.7% | +129.7% |
| 5Y | +89.2% | +130.2% | -41.1% | +7.9% |
| All | +1,066.7% | +388.2% | +678.4% | +328.9% |
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