-38.4%
U vs HUBB
+247.3%
-285.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | 0.0% | -1.7% | +1.7% | +1.0% |
| 30D | -4.1% | -12.7% | +8.6% | +3.7% |
| 3M | +57.8% | -2.9% | +60.7% | +57.3% |
| 6M | +103.5% | -4.8% | +108.3% | +101.6% |
| YTD | -4.8% | +2.8% | -7.5% | -11.5% |
| 1Y | -2.4% | +3.5% | -5.9% | -9.7% |
| 3Y | +11.7% | +43.5% | -31.9% | -17.9% |
| 5Y | -68.9% | +154.2% | -223.1% | -84.2% |
| All | -38.4% | +247.3% | -285.7% | -68.1% |
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