+52.9%
WAT vs HUBB
+48.8%
+4.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -0.7% | +4.8% | -5.6% | -2.1% |
| 30D | -1.0% | -9.3% | +8.3% | +1.9% |
| 3M | +10.9% | -3.9% | +14.8% | +11.6% |
| 6M | +33.2% | -0.8% | +34.0% | +31.3% |
| YTD | +6.1% | +5.6% | +0.5% | +1.7% |
| 1Y | +30.2% | +7.7% | +22.5% | +23.3% |
| 3Y | +52.9% | +47.5% | +5.4% | +27.9% |
| All | +52.9% | +48.8% | +4.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling