+6,467.5%
ABT vs HUBB
+153,832.3%
-147,364.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | -3.1% | +4.8% | -8.0% | -3.2% |
| 30D | -2.1% | -9.3% | +7.2% | -2.1% |
| 3M | +17.4% | -3.9% | +21.3% | +17.4% |
| 6M | -2.4% | -0.8% | -1.6% | -2.4% |
| YTD | -14.2% | +5.6% | -19.8% | -14.3% |
| 1Y | -18.3% | +7.7% | -26.1% | -18.4% |
| 3Y | +11.5% | +47.5% | -36.0% | +11.2% |
| 5Y | -9.9% | +153.7% | -163.6% | -10.4% |
| 10Y | +204.4% | +433.0% | -228.7% | +201.5% |
| All | +6,467.5% | +153,832.3% | -147,364.8% | +6,371.7% |
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