+97.2%
AMCR vs HUBB
+707.7%
-610.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -6.3% | +1.1% | -7.4% | -6.6% |
| 30D | -7.1% | -9.6% | +2.5% | -4.4% |
| 3M | +12.7% | -6.2% | +18.9% | +14.2% |
| 6M | +5.2% | -6.2% | +11.3% | +6.3% |
| YTD | +8.1% | +3.4% | +4.7% | +5.7% |
| 1Y | +11.7% | +5.3% | +6.4% | +8.1% |
| 3Y | +9.9% | +44.4% | -34.4% | -7.0% |
| 5Y | -8.7% | +152.4% | -161.0% | -37.5% |
| 10Y | +16.8% | +437.0% | -420.2% | -32.8% |
| All | +97.2% | +707.7% | -610.5% | +13.4% |
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