+228.4%
UNH vs HUBB
+446.9%
-218.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.9% |
| 7D | -4.5% | -0.1% | -4.5% | -4.5% |
| 30D | -6.5% | -10.0% | +3.4% | -3.5% |
| 3M | -6.0% | -1.6% | -4.4% | -6.4% |
| 6M | +33.7% | -3.1% | +36.7% | +33.0% |
| YTD | +16.4% | +4.6% | +11.8% | +12.7% |
| 1Y | +10.1% | +3.3% | +6.7% | +6.6% |
| 3Y | -16.3% | +46.6% | -62.9% | -32.1% |
| 5Y | +2.1% | +158.7% | -156.6% | -38.6% |
| All | +228.4% | +446.9% | -218.5% | +30.0% |
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