+1,665.8%
AMAT vs HUBB
+430.1%
+1,235.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.3% |
| 7D | +7.0% | +4.8% | +2.2% | +3.1% |
| 30D | -12.2% | -9.3% | -2.9% | -5.5% |
| 3M | -3.8% | -3.9% | 0.0% | +0.2% |
| 6M | +45.9% | -0.8% | +46.8% | +48.3% |
| YTD | +84.6% | +5.6% | +79.1% | +80.1% |
| 1Y | +193.4% | +7.7% | +185.6% | +181.6% |
| 3Y | +228.1% | +47.5% | +180.6% | +146.7% |
| 5Y | +268.9% | +153.7% | +115.3% | +81.6% |
| 10Y | +1,665.8% | +433.0% | +1,232.7% | +412.6% |
| All | +1,665.8% | +430.1% | +1,235.7% | +412.6% |
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 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