+148.0%
ADBE vs HUBB
+437.4%
-289.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -12.9% | -1.7% | -11.2% | -12.4% |
| 30D | -5.6% | -12.7% | +7.0% | -1.4% |
| 3M | +6.6% | -2.9% | +9.6% | +6.1% |
| 6M | -9.6% | -4.8% | -4.8% | -10.5% |
| YTD | -28.9% | +2.8% | -31.7% | -32.4% |
| 1Y | -28.9% | +3.5% | -32.5% | -33.1% |
| 3Y | -55.6% | +43.5% | -99.1% | -65.1% |
| 5Y | -62.2% | +154.2% | -216.4% | -77.6% |
| All | +148.0% | +437.4% | -289.4% | +1.5% |
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