+1,162.1%
AMAT vs HUBB
+402.2%
+759.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +2.2% |
| 7D | -14.7% | +1.7% | -16.4% | -15.5% |
| 30D | -36.1% | -9.7% | -26.4% | -30.6% |
| 3M | -36.9% | -15.2% | -21.7% | -28.1% |
| 6M | -22.2% | -14.0% | -8.2% | -11.1% |
| YTD | +29.9% | -2.4% | +32.4% | +35.3% |
| 1Y | +43.3% | -5.8% | +49.1% | +53.0% |
| 3Y | +142.7% | +60.4% | +82.3% | +74.1% |
| 5Y | +126.2% | +125.4% | +0.8% | +22.5% |
| All | +1,162.1% | +402.2% | +759.9% | +363.8% |
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