-4.4%
WAT vs HUBB
+148.7%
-153.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | -3.2% | -12.7% | +9.4% | +1.6% |
| 3M | +10.6% | -2.9% | +13.5% | +11.0% |
| 6M | +34.0% | -4.8% | +38.8% | +34.1% |
| YTD | +5.7% | +2.8% | +3.0% | +2.0% |
| 1Y | +37.1% | +3.5% | +33.5% | +31.1% |
| 3Y | +52.4% | +43.5% | +8.8% | +22.0% |
| 5Y | -4.4% | +154.2% | -158.6% | -46.6% |
| All | -4.4% | +148.7% | -153.1% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling