+112.4%
WFC vs HUBB
+381.1%
-268.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | +2.5% | +1.8% | +0.8% | +1.5% |
| 30D | +7.0% | -7.7% | +14.7% | +11.2% |
| 3M | -1.8% | -13.6% | +11.8% | +5.4% |
| 6M | +18.4% | -9.1% | +27.5% | +21.9% |
| YTD | -5.6% | -0.7% | -4.9% | -8.9% |
| 1Y | +3.9% | +1.1% | +2.8% | -0.9% |
| 3Y | +126.3% | +56.2% | +70.1% | +57.2% |
| 5Y | +91.1% | +126.6% | -35.5% | -2.0% |
| All | +112.4% | +381.1% | -268.7% | -33.7% |
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 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