+22.0%
USB vs HUBB
+123.0%
-100.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.4% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | +5.8% | -9.7% | +15.5% | +9.4% |
| 3M | -6.0% | -15.2% | +9.2% | -0.7% |
| 6M | +7.8% | -14.0% | +21.8% | +12.2% |
| YTD | +14.6% | -2.4% | +17.0% | +12.3% |
| 1Y | +31.8% | -5.8% | +37.6% | +30.9% |
| 3Y | +91.5% | +60.4% | +31.1% | +47.9% |
| All | +22.0% | +123.0% | -100.9% | -21.4% |
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