+163.6%
W vs HUBB
+392.9%
-229.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.5% |
| 30D | -7.6% | -10.0% | +2.4% | +1.1% |
| 3M | +37.2% | -4.8% | +41.9% | +42.3% |
| 6M | +26.3% | -5.6% | +31.9% | +31.8% |
| YTD | -1.0% | +4.7% | -5.6% | -5.6% |
| 1Y | +20.1% | +6.7% | +13.4% | +12.8% |
| 3Y | +37.8% | +45.8% | -8.0% | +0.1% |
| 5Y | -63.7% | +145.9% | -209.6% | -82.8% |
| 10Y | +156.3% | +418.6% | -262.3% | -33.6% |
| All | +163.6% | +392.9% | -229.3% | -28.2% |
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 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