+67.7%
USAR vs HUBB
+44.4%
+23.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.6% |
| 7D | -4.4% | +1.1% | -5.5% | -4.8% |
| 30D | -10.4% | -9.6% | -0.8% | -7.1% |
| 3M | -18.4% | -6.2% | -12.2% | -16.0% |
| 6M | -8.8% | -6.2% | -2.7% | -6.9% |
| YTD | +43.4% | +3.4% | +40.0% | +44.1% |
| 1Y | +21.0% | +5.3% | +15.7% | +21.8% |
| All | +67.7% | +44.4% | +23.3% | +66.8% |
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