+566.1%
XYZ vs HUBB
+382.2%
+183.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.2% |
| 7D | -2.1% | +4.6% | -6.7% | -4.9% |
| 30D | +7.0% | -8.4% | +15.4% | +12.5% |
| 3M | +5.1% | -14.3% | +19.4% | +15.2% |
| 6M | +14.1% | -9.3% | +23.4% | +18.2% |
| YTD | +26.4% | -0.5% | +26.9% | +19.8% |
| 1Y | +25.1% | -2.1% | +27.2% | +19.7% |
| 3Y | +59.7% | +57.2% | +2.5% | +4.7% |
| 5Y | -63.8% | +127.1% | -190.9% | -82.2% |
| All | +566.1% | +382.2% | +183.9% | +69.9% |
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