+349.8%
WELL vs HUBB
+446.9%
-97.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -0.2% | -0.1% | -0.2% | -0.2% |
| 30D | +2.3% | -10.0% | +12.3% | +6.1% |
| 3M | +12.3% | -1.6% | +13.9% | +11.7% |
| 6M | +15.6% | -3.1% | +18.7% | +14.6% |
| YTD | +28.3% | +4.6% | +23.7% | +23.1% |
| 1Y | +41.9% | +3.3% | +38.6% | +35.9% |
| 3Y | +198.3% | +46.6% | +151.8% | +129.3% |
| 5Y | +206.4% | +158.7% | +47.7% | +67.8% |
| All | +349.8% | +446.9% | -97.1% | +79.0% |
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 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