+484.0%
V vs HUBB
+381.1%
+102.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | +1.8% | -0.8% | +0.2% |
| 30D | +9.0% | -7.7% | +16.7% | +12.0% |
| 3M | +16.7% | -13.6% | +30.3% | +22.7% |
| 6M | +33.4% | -9.1% | +42.5% | +36.0% |
| YTD | +22.4% | -0.7% | +23.1% | +18.7% |
| 1Y | +27.7% | +1.1% | +26.6% | +22.8% |
| 3Y | +78.0% | +56.2% | +21.8% | +32.9% |
| 5Y | +108.5% | +126.6% | -18.1% | +22.8% |
| All | +484.0% | +381.1% | +102.9% | +131.2% |
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