+219.1%
TER vs HUBB
+154.5%
+64.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.4% |
| 7D | +11.0% | +4.8% | +6.1% | +6.4% |
| 30D | -1.9% | -9.3% | +7.4% | +7.2% |
| 3M | -0.7% | -3.9% | +3.2% | +4.6% |
| 6M | +36.4% | -0.8% | +37.2% | +39.3% |
| YTD | +92.4% | +5.6% | +86.9% | +88.5% |
| 1Y | +213.5% | +7.7% | +205.8% | +203.8% |
| 3Y | +277.2% | +47.5% | +229.8% | +183.3% |
| 5Y | +219.1% | +153.7% | +65.5% | +37.3% |
| All | +219.1% | +154.5% | +64.6% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling