+1,218.8%
URI vs HUBB
+413.4%
+805.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +4.4% |
| 7D | -4.0% | +1.8% | -5.8% | -5.4% |
| 30D | +6.8% | -6.9% | +13.7% | +13.0% |
| 3M | -2.8% | -13.8% | +11.0% | +9.8% |
| 6M | +20.9% | -9.8% | +30.7% | +29.8% |
| YTD | +40.2% | +0.3% | +39.9% | +33.2% |
| 1Y | +34.1% | -3.3% | +37.4% | +31.5% |
| 3Y | +164.1% | +61.0% | +103.1% | +50.5% |
| 5Y | +199.3% | +128.5% | +70.8% | +14.4% |
| 10Y | +1,218.8% | +398.9% | +819.9% | +124.6% |
| All | +1,218.8% | +413.4% | +805.4% | +124.6% |
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 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