+197.1%
ABT vs HUBB
+446.9%
-249.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.8% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | -8.1% | -10.0% | +1.9% | -5.8% |
| 3M | +14.5% | -1.6% | +16.1% | +14.1% |
| 6M | -6.3% | -3.1% | -3.2% | -6.7% |
| YTD | -17.1% | +4.6% | -21.7% | -19.5% |
| 1Y | -21.4% | +3.3% | -24.7% | -23.7% |
| 3Y | +5.9% | +46.6% | -40.7% | -12.3% |
| 5Y | -12.8% | +158.7% | -171.4% | -43.9% |
| All | +197.1% | +446.9% | -249.8% | +32.4% |
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 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