+115.0%
UMC vs HUBB
-4.0%
+119.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.0% |
| 7D | -14.7% | +0.2% | -14.9% | -14.7% |
| 30D | -32.9% | -8.8% | -24.0% | -30.2% |
| 3M | -22.2% | -12.5% | -9.7% | -17.8% |
| 6M | +25.9% | -14.5% | +40.5% | +34.6% |
| YTD | +107.9% | -0.4% | +108.4% | +117.1% |
| 1Y | +115.0% | -3.4% | +118.5% | +128.3% |
| All | +115.0% | -4.0% | +119.0% | +128.3% |
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