+295.4%
WMB vs HUBB
+437.4%
-142.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | -1.7% | -1.7% | 0.0% | -0.9% |
| 30D | +0.7% | -12.7% | +13.4% | +6.9% |
| 3M | +1.5% | -2.9% | +4.5% | +1.8% |
| 6M | +0.1% | -4.8% | +4.8% | +0.1% |
| YTD | +22.9% | +2.8% | +20.1% | +17.9% |
| 1Y | +27.9% | +3.5% | +24.3% | +21.3% |
| 3Y | +139.1% | +43.5% | +95.6% | +81.8% |
| 5Y | +270.9% | +154.2% | +116.7% | +88.9% |
| All | +295.4% | +437.4% | -142.0% | +16.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling