+302.9%
WM vs HUBB
+430.1%
-127.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.8% |
| 7D | -0.9% | +4.8% | -5.7% | -2.0% |
| 30D | -4.3% | -9.3% | +5.0% | -2.1% |
| 3M | +0.8% | -3.9% | +4.6% | +1.0% |
| 6M | -10.8% | -0.8% | -9.9% | -11.8% |
| YTD | -0.1% | +5.6% | -5.6% | -3.2% |
| 1Y | +1.0% | +7.7% | -6.7% | -3.3% |
| 3Y | +45.1% | +47.5% | -2.4% | +20.6% |
| 5Y | +52.1% | +153.7% | -101.6% | 0.0% |
| 10Y | +302.9% | +433.0% | -130.1% | +90.6% |
| All | +302.9% | +430.1% | -127.2% | +90.6% |
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