+253.9%
UMC vs HUBB
+43.6%
+210.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +11.4% | -1.7% | +13.1% | +12.1% |
| 30D | +16.8% | -12.7% | +29.5% | +23.3% |
| 3M | +19.1% | -2.9% | +22.0% | +21.6% |
| 6M | +137.4% | -4.8% | +142.2% | +142.0% |
| YTD | +186.4% | +2.8% | +183.6% | +182.1% |
| 1Y | +229.1% | +3.5% | +225.6% | +221.7% |
| All | +253.9% | +43.6% | +210.2% | +183.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling