+112,225.0%
AMAT vs HUBB
+146,154.7%
-33,929.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.8% | +8.5% | +11.3% |
| 7D | -1.1% | +1.8% | -2.9% | -1.1% |
| 30D | -26.9% | -6.9% | -20.1% | -26.8% |
| 3M | -31.2% | -13.8% | -17.4% | -31.0% |
| 6M | -14.7% | -9.8% | -4.9% | -14.5% |
| YTD | +44.7% | +0.3% | +44.4% | +44.9% |
| 1Y | +62.0% | -3.3% | +65.3% | +62.3% |
| 3Y | +165.0% | +61.0% | +103.9% | +163.4% |
| 5Y | +147.1% | +128.5% | +18.6% | +144.4% |
| 10Y | +1,315.3% | +398.9% | +916.3% | +1,286.8% |
| All | +112,225.0% | +146,154.7% | -33,929.8% | +124,526.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling