+36.6%
WAT vs HUBB
+8.5%
+28.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +2.3% | -10.0% | +12.4% | +3.6% |
| 3M | +8.7% | -4.8% | +13.5% | +9.3% |
| 6M | +28.3% | -5.6% | +33.9% | +27.2% |
| YTD | +7.8% | +4.7% | +3.1% | +4.2% |
| 1Y | +36.6% | +6.7% | +29.9% | +31.1% |
| All | +36.6% | +8.5% | +28.1% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling