+166.1%
WAT vs HUBB
+446.9%
-280.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.9% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | -1.9% | -10.0% | +8.1% | +2.4% |
| 3M | +13.5% | -1.6% | +15.1% | +13.4% |
| 6M | +37.2% | -3.1% | +40.3% | +36.6% |
| YTD | +7.5% | +4.6% | +2.9% | +2.9% |
| 1Y | +35.0% | +3.3% | +31.7% | +29.2% |
| 3Y | +55.1% | +46.6% | +8.5% | +22.1% |
| 5Y | -2.8% | +158.7% | -161.5% | -43.4% |
| All | +166.1% | +446.9% | -280.8% | +6.9% |
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