+91.7%
USB vs HUBB
+402.2%
-310.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.8% |
| 7D | 0.0% | +1.7% | -1.7% | -1.0% |
| 30D | +5.8% | -9.7% | +15.5% | +11.0% |
| 3M | -6.0% | -15.2% | +9.2% | +1.6% |
| 6M | +7.8% | -14.0% | +21.8% | +14.0% |
| YTD | +14.6% | -2.4% | +17.0% | +11.6% |
| 1Y | +31.8% | -5.8% | +37.6% | +30.6% |
| 3Y | +91.5% | +60.4% | +31.1% | +32.5% |
| 5Y | +22.0% | +125.4% | -103.4% | -35.1% |
| All | +91.7% | +402.2% | -310.4% | -39.9% |
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 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