+26.4%
USB vs HUBB
+129.4%
-103.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.5% |
| 7D | +0.8% | +1.8% | -1.0% | 0.0% |
| 30D | +6.8% | -6.9% | +13.6% | +9.2% |
| 3M | -3.8% | -13.8% | +10.0% | +1.0% |
| 6M | +11.7% | -9.8% | +21.5% | +14.3% |
| YTD | +17.5% | +0.3% | +17.2% | +14.0% |
| 1Y | +33.8% | -3.3% | +37.1% | +31.7% |
| 3Y | +104.2% | +61.0% | +43.2% | +57.8% |
| 5Y | +26.4% | +128.5% | -102.1% | -19.0% |
| All | +26.4% | +129.4% | -103.0% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling