+83.6%
USB vs HUBB
+396.5%
-312.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -0.5% | +1.2% | -1.7% | -1.2% |
| 30D | +5.7% | -6.4% | +12.2% | +8.9% |
| 3M | -4.7% | -14.4% | +9.7% | +2.5% |
| 6M | +13.4% | -9.0% | +22.4% | +16.4% |
| YTD | +17.0% | +0.7% | +16.3% | +12.1% |
| 1Y | +32.4% | -0.3% | +32.6% | +27.3% |
| 3Y | +101.7% | +59.2% | +42.5% | +40.8% |
| 5Y | +24.4% | +130.2% | -105.8% | -34.4% |
| 10Y | +83.6% | +391.8% | -308.2% | -38.2% |
| All | +83.6% | +396.5% | -312.9% | -38.2% |
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