+1,157.2%
URI vs HUBB
+430.1%
+727.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | +2.5% | +4.8% | -2.3% | -1.7% |
| 30D | -12.5% | -9.3% | -3.2% | -4.7% |
| 3M | -6.2% | -3.9% | -2.3% | -3.8% |
| 6M | +25.9% | -0.8% | +26.7% | +23.9% |
| YTD | +26.2% | +5.6% | +20.6% | +15.4% |
| 1Y | +5.5% | +7.7% | -2.3% | -6.6% |
| 3Y | +125.0% | +47.5% | +77.5% | +40.7% |
| 5Y | +210.4% | +153.7% | +56.7% | +6.8% |
| 10Y | +1,157.2% | +433.0% | +724.2% | +87.0% |
| All | +1,157.2% | +430.1% | +727.1% | +87.0% |
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