+137.3%
UMC vs HUBB
-1.1%
+138.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +5.2% |
| 7D | +13.6% | +1.1% | +12.5% | +12.8% |
| 30D | +20.8% | -9.6% | +30.4% | +28.3% |
| 3M | +16.1% | -6.2% | +22.3% | +24.0% |
| 6M | +137.3% | -6.2% | +143.5% | +143.4% |
| All | +137.3% | -1.1% | +138.4% | +143.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling