-22.7%
U vs HUBB
+235.4%
-258.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.4% |
| 7D | +2.6% | +1.8% | +0.8% | +1.5% |
| 30D | +27.6% | -7.7% | +35.2% | +32.8% |
| 3M | +15.3% | -13.6% | +28.9% | +24.7% |
| 6M | +96.4% | -9.1% | +105.5% | +101.8% |
| YTD | +19.6% | -0.7% | +20.3% | +12.6% |
| 1Y | +42.1% | +1.1% | +41.1% | +32.2% |
| 3Y | +87.5% | +56.2% | +31.4% | +30.1% |
| 5Y | -73.1% | +126.6% | -199.8% | -86.2% |
| All | -22.7% | +235.4% | -258.2% | -59.3% |
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 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