+283.3%
WMB vs HUBB
+382.2%
-98.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +8.1% | +4.6% | +3.5% | +5.9% |
| 30D | -6.9% | -8.4% | +1.5% | -3.4% |
| 3M | -5.1% | -14.3% | +9.2% | +1.3% |
| 6M | -5.7% | -9.3% | +3.6% | -2.9% |
| YTD | +18.1% | -0.5% | +18.6% | +14.6% |
| 1Y | +18.4% | -2.1% | +20.5% | +15.6% |
| 3Y | +122.7% | +57.2% | +65.5% | +60.8% |
| 5Y | +202.0% | +127.1% | +74.9% | +65.3% |
| All | +283.3% | +382.2% | -98.9% | +22.1% |
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