+89.8%
ABBV vs HUBB
+43.6%
+46.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -2.0% | -1.7% | -0.3% | -2.0% |
| 30D | +2.0% | -12.7% | +14.6% | +2.3% |
| 3M | +14.2% | -2.9% | +17.1% | +14.0% |
| 6M | +14.1% | -4.8% | +18.9% | +13.7% |
| YTD | +14.2% | +2.8% | +11.5% | +13.3% |
| 1Y | +24.2% | +3.5% | +20.7% | +23.0% |
| All | +89.8% | +43.6% | +46.1% | +78.4% |
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