+8,296.9%
WFC vs HUBB
+144,634.5%
-136,337.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | +2.5% | +1.8% | +0.8% | +2.5% |
| 30D | +7.0% | -7.7% | +14.7% | +7.1% |
| 3M | -1.8% | -13.6% | +11.8% | -1.6% |
| 6M | +18.4% | -9.1% | +27.5% | +18.5% |
| YTD | -5.6% | -0.7% | -4.9% | -5.6% |
| 1Y | +3.9% | +1.1% | +2.8% | +3.8% |
| 3Y | +126.3% | +56.2% | +70.1% | +124.8% |
| 5Y | +91.1% | +126.6% | -35.5% | +88.9% |
| 10Y | +118.5% | +384.6% | -266.0% | +114.3% |
| All | +8,296.9% | +144,634.5% | -136,337.5% | +8,211.9% |
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