+247.2%
AMAT vs HUBB
+147.2%
+100.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | +0.5% | -2.0% | -2.0% |
| 30D | -14.8% | -10.0% | -4.8% | -7.3% |
| 3M | -9.3% | -4.8% | -4.5% | -4.3% |
| 6M | +27.4% | -5.6% | +32.9% | +34.5% |
| YTD | +77.6% | +4.7% | +72.9% | +74.4% |
| 1Y | +188.9% | +6.7% | +182.3% | +179.3% |
| 3Y | +202.3% | +45.8% | +156.5% | +128.2% |
| All | +247.2% | +147.2% | +100.0% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling