+19.2%
UL vs HUBB
+148.7%
-129.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -4.1% | -1.7% | -2.4% | -4.0% |
| 30D | -1.2% | -12.7% | +11.5% | -0.4% |
| 3M | +6.0% | -2.9% | +8.9% | +5.8% |
| 6M | -5.5% | -4.8% | -0.7% | -5.7% |
| YTD | -3.3% | +2.8% | -6.1% | -4.3% |
| 1Y | -9.8% | +3.5% | -13.3% | -10.8% |
| 3Y | +20.1% | +43.5% | -23.4% | +11.7% |
| 5Y | +19.2% | +154.2% | -135.0% | -7.6% |
| All | +19.2% | +148.7% | -129.5% | -7.6% |
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