+5.8%
AMCR vs HUBB
+46.2%
-40.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.9% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -7.8% | -10.0% | +2.2% | -6.0% |
| 3M | +7.5% | -1.6% | +9.1% | +7.5% |
| 6M | +2.7% | -3.1% | +5.8% | +2.7% |
| YTD | +6.0% | +4.6% | +1.4% | +4.4% |
| 1Y | +7.8% | +3.3% | +4.4% | +6.1% |
| 3Y | +5.8% | +46.6% | -40.8% | -5.1% |
| All | +5.8% | +46.2% | -40.4% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling