+3,297.7%
V vs HUBB
+1,404.8%
+1,892.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -0.4% | +4.6% | -4.9% | -2.4% |
| 30D | +6.3% | -8.4% | +14.7% | +10.1% |
| 3M | +17.2% | -14.3% | +31.5% | +24.6% |
| 6M | +29.2% | -9.3% | +38.6% | +32.2% |
| YTD | +20.8% | -0.5% | +21.3% | +16.8% |
| 1Y | +25.0% | -2.1% | +27.1% | +21.6% |
| 3Y | +75.3% | +57.2% | +18.1% | +28.4% |
| 5Y | +105.8% | +127.1% | -21.3% | +19.8% |
| 10Y | +451.9% | +385.7% | +66.2% | +103.8% |
| All | +3,297.7% | +1,404.8% | +1,892.9% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling