+642.9%
WDC vs HUBB
+381.1%
+261.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | +12.1% | +1.8% | +10.3% | +10.8% |
| 30D | -18.8% | -7.7% | -11.1% | -13.2% |
| 3M | -39.3% | -13.6% | -25.7% | -31.8% |
| 6M | -40.1% | -9.1% | -31.0% | -34.8% |
| YTD | +71.8% | -0.7% | +72.5% | +77.2% |
| 1Y | +88.5% | +1.1% | +87.4% | +92.3% |
| 3Y | +770.0% | +56.2% | +713.8% | +530.7% |
| 5Y | +549.0% | +126.6% | +422.4% | +235.6% |
| All | +642.9% | +381.1% | +261.8% | +126.3% |
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