+281.4%
WMB vs HUBB
+381.1%
-99.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +7.8% | +1.8% | +6.1% | +7.0% |
| 30D | -5.1% | -7.7% | +2.6% | -1.9% |
| 3M | -4.7% | -13.6% | +8.8% | +1.3% |
| 6M | -7.4% | -9.1% | +1.7% | -4.7% |
| YTD | +17.5% | -0.7% | +18.2% | +14.2% |
| 1Y | +19.5% | +1.1% | +18.4% | +14.9% |
| 3Y | +121.3% | +56.2% | +65.1% | +60.3% |
| 5Y | +200.5% | +126.6% | +73.9% | +64.6% |
| All | +281.4% | +381.1% | -99.7% | +21.6% |
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