+133.3%
WFC vs HUBB
+44.4%
+88.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.6% |
| 7D | +0.4% | +1.1% | -0.6% | 0.0% |
| 30D | +2.5% | -9.6% | +12.1% | +5.8% |
| 3M | +10.0% | -6.2% | +16.2% | +11.3% |
| 6M | +15.1% | -6.2% | +21.2% | +15.7% |
| YTD | -2.2% | +3.4% | -5.6% | -5.5% |
| 1Y | +13.5% | +5.3% | +8.1% | +8.5% |
| All | +133.3% | +44.4% | +88.9% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling