+18,665.9%
WELL vs HUBB
+152,497.4%
-133,831.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -0.1% | -10.0% | +9.9% | 0.0% |
| 3M | +18.0% | -4.8% | +22.8% | +18.1% |
| 6M | +15.0% | -5.6% | +20.5% | +15.0% |
| YTD | +28.6% | +4.7% | +24.0% | +28.5% |
| 1Y | +42.9% | +6.7% | +36.2% | +42.8% |
| 3Y | +203.0% | +45.8% | +157.3% | +201.8% |
| 5Y | +206.9% | +145.9% | +60.9% | +204.3% |
| 10Y | +339.5% | +418.6% | -79.1% | +333.9% |
| All | +18,665.9% | +152,497.4% | -133,831.5% | +21,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling