+229.7%
WAT vs HUBB
+382.2%
-152.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | +2.0% | +4.6% | -2.6% | +0.2% |
| 30D | +7.7% | -8.4% | +16.1% | +11.3% |
| 3M | +11.1% | -14.3% | +25.4% | +17.8% |
| 6M | +31.2% | -9.3% | +40.6% | +34.8% |
| YTD | +21.7% | -0.5% | +22.2% | +18.3% |
| 1Y | +19.3% | -2.1% | +21.5% | +16.7% |
| 3Y | +80.6% | +57.2% | +23.4% | +36.9% |
| 5Y | +29.5% | +127.1% | -97.6% | -20.4% |
| All | +229.7% | +382.2% | -152.5% | +40.9% |
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