+770.0%
WDC vs HUBB
+57.0%
+713.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | +12.1% | +1.8% | +10.3% | +10.6% |
| 30D | -18.8% | -7.7% | -11.1% | -12.5% |
| 3M | -39.3% | -13.6% | -25.7% | -30.8% |
| 6M | -40.1% | -9.1% | -31.0% | -34.1% |
| YTD | +71.8% | -0.7% | +72.5% | +77.9% |
| 1Y | +88.5% | +1.1% | +87.4% | +93.1% |
| 3Y | +770.0% | +56.2% | +713.8% | +565.7% |
| All | +770.0% | +57.0% | +713.0% | +565.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling