+1,842.6%
UMC vs HUBB
+446.9%
+1,395.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.7% |
| 7D | +9.0% | -0.1% | +9.1% | +9.0% |
| 30D | +17.2% | -10.0% | +27.2% | +22.0% |
| 3M | +11.4% | -1.6% | +13.0% | +12.6% |
| 6M | +137.5% | -3.1% | +140.6% | +139.8% |
| YTD | +193.1% | +4.6% | +188.5% | +186.0% |
| 1Y | +240.3% | +3.3% | +237.0% | +232.3% |
| 3Y | +262.2% | +46.6% | +215.6% | +200.0% |
| 5Y | +143.1% | +158.7% | -15.6% | +58.7% |
| All | +1,842.6% | +446.9% | +1,395.7% | +912.7% |
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 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