+1,394.6%
WDC vs HUBB
+44.4%
+1,350.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.9% |
| 7D | +7.5% | +1.1% | +6.4% | +6.3% |
| 30D | +10.1% | -9.6% | +19.7% | +19.9% |
| 3M | -6.8% | -6.2% | -0.6% | -0.6% |
| 6M | +84.1% | -6.2% | +90.3% | +95.7% |
| YTD | +180.3% | +3.4% | +176.9% | +180.4% |
| 1Y | +411.1% | +5.3% | +405.8% | +405.7% |
| All | +1,394.6% | +44.4% | +1,350.2% | +1,057.2% |
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