+116.4%
WMB vs HUBB
+58.5%
+57.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -6.9% | -2.6% | -4.4% | -6.4% |
| 30D | -7.2% | -7.7% | +0.5% | -5.7% |
| 3M | -5.4% | -13.0% | +7.6% | -2.9% |
| 6M | -4.9% | -10.6% | +5.7% | -3.2% |
| YTD | +14.7% | -0.6% | +15.2% | +12.9% |
| 1Y | +14.7% | -4.1% | +18.9% | +13.8% |
| 3Y | +116.4% | +57.2% | +59.2% | +97.3% |
| All | +116.4% | +58.5% | +57.9% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling