+193.4%
AMAT vs HUBB
+7.9%
+185.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.1% |
| 7D | +7.0% | +4.8% | +2.2% | +1.8% |
| 30D | -12.2% | -9.3% | -2.9% | -3.1% |
| 3M | -3.8% | -3.9% | 0.0% | +1.9% |
| 6M | +45.9% | -0.8% | +46.8% | +47.1% |
| YTD | +84.6% | +5.6% | +79.1% | +79.2% |
| 1Y | +193.4% | +7.7% | +185.6% | +183.2% |
| All | +193.4% | +7.9% | +185.5% | +183.2% |
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 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