+10,726.6%
WAT vs HUBB
+3,332.6%
+7,394.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +2.3% | -10.0% | +12.4% | +6.5% |
| 3M | +8.7% | -4.8% | +13.5% | +10.2% |
| 6M | +28.3% | -5.6% | +33.9% | +29.3% |
| YTD | +7.8% | +4.7% | +3.1% | +3.9% |
| 1Y | +36.6% | +6.7% | +29.9% | +30.1% |
| 3Y | +45.7% | +45.8% | -0.1% | +19.6% |
| 5Y | -3.3% | +145.9% | -149.2% | -36.6% |
| 10Y | +162.1% | +418.6% | -256.5% | +24.5% |
| All | +10,726.6% | +3,332.6% | +7,394.0% | +2,538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling