+31.1%
USB vs HUBB
-2.3%
+33.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.2% |
| 7D | +1.2% | +4.6% | -3.4% | +0.5% |
| 30D | +6.3% | -8.4% | +14.7% | +7.6% |
| 3M | -6.1% | -14.3% | +8.2% | -4.0% |
| 6M | +13.0% | -9.3% | +22.3% | +13.2% |
| YTD | +16.6% | -0.5% | +17.1% | +11.2% |
| 1Y | +31.1% | -2.1% | +33.3% | +26.0% |
| All | +31.1% | -2.3% | +33.5% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling