+293.4%
WBD vs HUBB
+1,620.0%
-1,326.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | -1.7% | +1.1% | -2.8% | -2.3% |
| 30D | +3.9% | -9.6% | +13.5% | +9.2% |
| 3M | +5.1% | -6.2% | +11.3% | +7.0% |
| 6M | +0.6% | -6.2% | +6.7% | +1.4% |
| YTD | -3.2% | +3.4% | -6.5% | -7.9% |
| 1Y | +127.7% | +5.3% | +122.3% | +113.2% |
| 3Y | +146.6% | +44.4% | +102.2% | +89.3% |
| 5Y | +4.2% | +152.4% | -148.2% | -43.1% |
| 10Y | +13.7% | +437.0% | -423.4% | -61.5% |
| All | +293.4% | +1,620.0% | -1,326.6% | -39.4% |
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