-55.9%
W vs HUBB
+126.3%
-182.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +0.2% | +1.8% | -1.6% | -1.4% |
| 30D | +6.8% | -7.7% | +14.5% | +14.2% |
| 3M | +10.7% | -13.6% | +24.2% | +25.2% |
| 6M | +86.3% | -9.1% | +95.5% | +98.4% |
| YTD | +11.5% | -0.7% | +12.2% | +8.1% |
| 1Y | +5.1% | +1.1% | +4.0% | -0.1% |
| 3Y | +171.0% | +56.2% | +114.8% | +65.7% |
| All | -55.9% | +126.3% | -182.2% | -84.8% |
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