+81.3%
USB vs HUBB
+381.1%
-299.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.6% | +1.8% | +0.8% | +1.7% |
| 30D | +8.4% | -7.7% | +16.1% | +12.4% |
| 3M | -5.5% | -13.6% | +8.0% | +1.1% |
| 6M | +17.7% | -9.1% | +26.8% | +20.9% |
| YTD | +17.6% | -0.7% | +18.3% | +13.5% |
| 1Y | +33.9% | +1.1% | +32.8% | +27.8% |
| 3Y | +103.8% | +56.2% | +47.6% | +43.7% |
| 5Y | +25.6% | +126.6% | -101.0% | -33.2% |
| All | +81.3% | +381.1% | -299.8% | -37.5% |
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