+308.0%
WMB vs HUBB
+440.4%
-132.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +4.6% | -9.6% | +14.2% | +9.3% |
| 3M | +5.7% | -6.2% | +11.9% | +7.7% |
| 6M | +4.2% | -6.2% | +10.3% | +5.0% |
| YTD | +26.8% | +3.4% | +23.5% | +21.4% |
| 1Y | +34.7% | +5.3% | +29.4% | +26.7% |
| 3Y | +146.8% | +44.4% | +102.4% | +87.2% |
| 5Y | +285.0% | +152.4% | +132.6% | +97.3% |
| All | +308.0% | +440.4% | -132.4% | +19.7% |
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