+261.5%
WAB vs HUBB
+381.1%
-119.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +5.1% | +1.8% | +3.3% | +4.0% |
| 30D | +4.0% | -7.7% | +11.7% | +9.1% |
| 3M | +0.1% | -13.6% | +13.7% | +9.1% |
| 6M | +12.8% | -9.1% | +21.9% | +18.2% |
| YTD | +40.1% | -0.7% | +40.8% | +37.2% |
| 1Y | +46.4% | +1.1% | +45.3% | +41.5% |
| 3Y | +167.4% | +56.2% | +111.2% | +84.6% |
| 5Y | +215.0% | +126.6% | +88.4% | +60.1% |
| All | +261.5% | +381.1% | -119.6% | +10.6% |
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