-10.2%
UL vs HUBB
+5.5%
-15.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.8% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +0.5% | -10.0% | +10.4% | -0.4% |
| 3M | +7.2% | -1.6% | +8.8% | +6.7% |
| 6M | -3.1% | -3.1% | 0.0% | -4.0% |
| YTD | -2.7% | +4.6% | -7.3% | -3.2% |
| 1Y | -10.2% | +3.3% | -13.6% | -10.3% |
| All | -10.2% | +5.5% | -15.8% | -10.3% |
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 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