+147.4%
URI vs HUBB
+58.1%
+89.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -0.5% |
| 7D | -9.8% | +1.7% | -11.4% | -10.7% |
| 30D | +1.7% | -9.7% | +11.4% | +8.1% |
| 3M | -9.1% | -15.2% | +6.1% | +0.6% |
| 6M | +9.9% | -14.0% | +23.8% | +19.8% |
| YTD | +31.2% | -2.4% | +33.7% | +28.6% |
| 1Y | +25.9% | -5.8% | +31.7% | +26.4% |
| 3Y | +147.4% | +60.4% | +87.0% | +50.9% |
| All | +147.4% | +58.1% | +89.3% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling