+384.8%
V vs HUBB
+427.3%
-42.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +1.9% | -9.6% | +11.5% | +5.8% |
| 3M | +13.2% | -6.2% | +19.4% | +14.8% |
| 6M | +16.7% | -6.2% | +22.9% | +17.4% |
| YTD | +5.4% | +3.4% | +2.0% | +1.2% |
| 1Y | +7.7% | +5.3% | +2.3% | +2.0% |
| 3Y | +52.0% | +44.4% | +7.6% | +18.8% |
| 5Y | +67.7% | +152.4% | -84.6% | -5.8% |
| 10Y | +384.8% | +437.0% | -52.3% | +76.5% |
| All | +384.8% | +427.3% | -42.5% | +76.5% |
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