+1,188.5%
WDC vs HUBB
+446.9%
+741.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.7% | -4.4% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -1.5% | -10.0% | +8.5% | +6.9% |
| 3M | -15.5% | -1.6% | -13.9% | -13.7% |
| 6M | +66.5% | -3.1% | +69.5% | +72.1% |
| YTD | +159.9% | +4.6% | +155.3% | +156.8% |
| 1Y | +366.0% | +3.3% | +362.6% | +365.3% |
| 3Y | +1,285.8% | +46.6% | +1,239.2% | +943.5% |
| 5Y | +925.6% | +158.7% | +766.9% | +376.2% |
| All | +1,188.5% | +446.9% | +741.7% | +250.8% |
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