+2,762.7%
UL vs HUBB
+144,634.5%
-141,871.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.1% | +1.8% | -0.6% | +1.1% |
| 30D | +4.5% | -7.7% | +12.2% | +4.6% |
| 3M | +6.5% | -13.6% | +20.0% | +6.6% |
| 6M | +18.2% | -9.1% | +27.3% | +18.2% |
| YTD | +4.7% | -0.7% | +5.4% | +4.6% |
| 1Y | +0.8% | +1.1% | -0.3% | +0.7% |
| 3Y | +35.9% | +56.2% | -20.3% | +35.3% |
| 5Y | +33.4% | +126.6% | -93.2% | +32.4% |
| 10Y | +106.9% | +384.6% | -277.7% | +104.2% |
| All | +2,762.7% | +144,634.5% | -141,871.8% | +2,813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling