+127.9%
WFC vs HUBB
+148.7%
-20.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.9% |
| 30D | +2.3% | -12.7% | +15.0% | +7.4% |
| 3M | +9.8% | -2.9% | +12.7% | +9.9% |
| 6M | +15.6% | -4.8% | +20.3% | +15.7% |
| YTD | -2.4% | +2.8% | -5.2% | -5.6% |
| 1Y | +13.8% | +3.5% | +10.3% | +9.4% |
| 3Y | +134.6% | +43.5% | +91.1% | +91.6% |
| 5Y | +127.9% | +154.2% | -26.3% | +37.0% |
| All | +127.9% | +148.7% | -20.8% | +37.0% |
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 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