+147.1%
AMAT vs HUBB
+126.3%
+20.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +11.4% | +1.8% | +9.6% | +10.0% |
| 30D | -17.0% | -7.7% | -9.4% | -10.9% |
| 3M | -30.6% | -13.6% | -17.1% | -21.4% |
| 6M | -14.9% | -9.1% | -5.8% | -6.1% |
| YTD | +44.7% | -0.7% | +45.4% | +49.4% |
| 1Y | +66.9% | +1.1% | +65.8% | +69.8% |
| 3Y | +153.3% | +56.2% | +97.1% | +85.1% |
| All | +147.1% | +126.3% | +20.8% | +21.8% |
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