+29.5%
WAT vs HUBB
+126.4%
-96.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +2.0% | +4.6% | -2.6% | +0.4% |
| 30D | +7.7% | -8.4% | +16.1% | +10.8% |
| 3M | +11.1% | -14.3% | +25.4% | +16.8% |
| 6M | +31.2% | -9.3% | +40.6% | +34.3% |
| YTD | +21.7% | -0.5% | +22.2% | +18.2% |
| 1Y | +19.3% | -2.1% | +21.5% | +16.6% |
| 3Y | +80.6% | +57.2% | +23.4% | +37.9% |
| 5Y | +29.5% | +127.1% | -97.6% | -23.9% |
| All | +29.5% | +126.4% | -96.9% | -23.9% |
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 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