+54.5%
USAR vs HUBB
+45.7%
+8.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.6% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | -15.5% | -10.0% | -5.5% | -12.4% |
| 3M | -31.0% | -1.6% | -29.4% | -30.1% |
| 6M | -26.2% | -3.1% | -23.1% | -25.4% |
| YTD | +30.8% | +4.6% | +26.2% | +30.9% |
| 1Y | +7.1% | +3.3% | +3.7% | +7.6% |
| 3Y | +53.0% | +46.6% | +6.4% | +51.7% |
| All | +54.5% | +45.7% | +8.8% | +53.3% |
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