+111.5%
WDAY vs HUBB
+437.4%
-325.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -10.5% | -1.7% | -8.9% | -10.1% |
| 30D | +2.1% | -12.7% | +14.8% | +6.6% |
| 3M | +34.6% | -2.9% | +37.6% | +33.6% |
| 6M | +29.9% | -4.8% | +34.7% | +27.9% |
| YTD | -13.8% | +2.8% | -16.6% | -18.7% |
| 1Y | -18.3% | +3.5% | -21.8% | -23.5% |
| 3Y | -26.2% | +43.5% | -69.7% | -42.8% |
| 5Y | -30.8% | +154.2% | -185.0% | -60.3% |
| All | +111.5% | +437.4% | -325.9% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling