+20.6%
ABNB vs HUBB
+217.1%
-196.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.4% |
| 7D | -4.4% | +4.8% | -9.2% | -6.2% |
| 30D | -2.0% | -9.3% | +7.3% | +1.7% |
| 3M | +29.8% | -3.9% | +33.7% | +30.4% |
| 6M | +31.0% | -0.8% | +31.8% | +28.6% |
| YTD | +28.6% | +5.6% | +23.0% | +22.0% |
| 1Y | +40.1% | +7.7% | +32.3% | +30.9% |
| 3Y | +19.7% | +47.5% | -27.8% | -7.7% |
| 5Y | +6.5% | +153.7% | -147.2% | -41.3% |
| All | +20.6% | +217.1% | -196.5% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling