+228.3%
WELL vs HUBB
+130.2%
+98.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +7.8% | -6.4% | +14.2% | +8.9% |
| 3M | +10.2% | -14.4% | +24.6% | +12.8% |
| 6M | +16.4% | -9.0% | +25.3% | +17.3% |
| YTD | +35.2% | +0.7% | +34.4% | +33.1% |
| 1Y | +30.5% | -0.3% | +30.7% | +28.5% |
| 3Y | +206.1% | +59.2% | +146.9% | +150.9% |
| 5Y | +228.3% | +130.2% | +98.1% | +131.3% |
| All | +228.3% | +130.2% | +98.0% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling