+41.2%
USB vs HUBB
+147.2%
-106.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | -1.3% | -10.0% | +8.7% | +2.4% |
| 3M | +15.2% | -4.8% | +20.0% | +16.1% |
| 6M | +18.8% | -5.6% | +24.4% | +19.4% |
| YTD | +21.0% | +4.7% | +16.4% | +16.2% |
| 1Y | +34.0% | +6.7% | +27.3% | +27.2% |
| 3Y | +95.3% | +45.8% | +49.6% | +58.7% |
| All | +41.2% | +147.2% | -106.0% | -8.3% |
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