+597.9%
XYZ vs HUBB
+437.4%
+160.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | 0.0% |
| 7D | -5.2% | -1.7% | -3.5% | -4.1% |
| 30D | 0.0% | -12.7% | +12.7% | +9.4% |
| 3M | +18.7% | -2.9% | +21.6% | +19.1% |
| 6M | +20.5% | -4.8% | +25.3% | +21.0% |
| YTD | +21.5% | +2.8% | +18.7% | +13.9% |
| 1Y | +7.2% | +3.5% | +3.7% | -0.6% |
| 3Y | +49.0% | +43.5% | +5.4% | +5.9% |
| 5Y | -68.1% | +154.2% | -222.3% | -85.2% |
| All | +597.9% | +437.4% | +160.5% | +99.5% |
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