+259.3%
UPS vs HUBB
+2,955.9%
-2,696.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.8% | +1.8% | +2.0% | +3.2% |
| 30D | +17.4% | -7.7% | +25.0% | +20.2% |
| 3M | +8.2% | -13.6% | +21.8% | +13.1% |
| 6M | +17.9% | -9.1% | +27.1% | +20.4% |
| YTD | +18.7% | -0.7% | +19.4% | +16.5% |
| 1Y | +24.8% | +1.1% | +23.7% | +21.5% |
| 3Y | -4.5% | +56.2% | -60.7% | -23.2% |
| 5Y | -33.2% | +126.6% | -159.8% | -54.4% |
| 10Y | +44.2% | +384.6% | -340.3% | -28.8% |
| All | +259.3% | +2,955.9% | -2,696.6% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling