-10.2%
ADSK vs HUBB
-4.0%
-6.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.5% | +6.5% |
| 7D | +11.4% | +0.2% | +11.2% | +11.5% |
| 30D | +21.9% | -8.8% | +30.7% | +19.7% |
| 3M | +13.9% | -12.5% | +26.3% | +11.1% |
| 6M | +9.1% | -14.5% | +23.7% | +7.0% |
| YTD | -8.8% | -0.4% | -8.3% | -13.2% |
| 1Y | -10.2% | -3.4% | -6.8% | -13.6% |
| All | -10.2% | -4.0% | -6.2% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling