+215.4%
ADSK vs HUBB
+446.9%
-231.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.5% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | -14.9% | -10.0% | -4.9% | -10.5% |
| 3M | +3.3% | -1.6% | +4.9% | +2.2% |
| 6M | -15.7% | -3.1% | -12.6% | -17.4% |
| YTD | -28.2% | +4.6% | -32.8% | -33.3% |
| 1Y | -34.5% | +3.3% | -37.9% | -39.3% |
| 3Y | -2.9% | +46.6% | -49.5% | -30.4% |
| 5Y | -25.3% | +158.7% | -184.0% | -63.5% |
| All | +215.4% | +446.9% | -231.5% | -12.2% |
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