+42.9%
WELL vs HUBB
+8.5%
+34.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.0% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -0.1% | -10.0% | +9.9% | -0.3% |
| 3M | +18.0% | -4.8% | +22.8% | +17.5% |
| 6M | +15.0% | -5.6% | +20.5% | +14.1% |
| YTD | +28.6% | +4.7% | +24.0% | +29.0% |
| 1Y | +42.9% | +6.7% | +36.2% | +43.0% |
| All | +42.9% | +8.5% | +34.5% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling