+234.1%
TER vs HUBB
+5.9%
+228.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +5.7% |
| 7D | +12.4% | +1.1% | +11.3% | +10.6% |
| 30D | +5.1% | -9.6% | +14.7% | +19.0% |
| 3M | +4.0% | -6.2% | +10.1% | +14.6% |
| 6M | +29.5% | -6.2% | +35.7% | +37.1% |
| YTD | +98.5% | +3.4% | +95.1% | +88.7% |
| 1Y | +234.1% | +5.3% | +228.8% | +215.9% |
| All | +234.1% | +5.9% | +228.2% | +215.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling