+336.4%
WM vs HUBB
+402.2%
-65.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.7% |
| 7D | +1.2% | +1.7% | -0.5% | +0.7% |
| 30D | +13.1% | -9.7% | +22.7% | +15.5% |
| 3M | +3.6% | -15.2% | +18.8% | +7.3% |
| 6M | +8.1% | -14.0% | +22.1% | +10.8% |
| YTD | +8.9% | -2.4% | +11.4% | +7.1% |
| 1Y | +20.3% | -5.8% | +26.1% | +19.2% |
| 3Y | +46.2% | +60.4% | -14.2% | +16.8% |
| 5Y | +59.9% | +125.4% | -65.5% | +8.6% |
| All | +336.4% | +402.2% | -65.8% | +123.6% |
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