+37.2%
AMGN vs HUBB
+5.5%
+31.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -13.7% | -0.1% | -13.6% | -13.7% |
| 30D | -8.8% | -10.0% | +1.2% | -8.0% |
| 3M | +7.2% | -1.6% | +8.8% | +6.7% |
| 6M | +1.3% | -3.1% | +4.4% | +0.3% |
| YTD | +17.6% | +4.6% | +13.1% | +14.0% |
| 1Y | +37.2% | +3.3% | +33.8% | +36.1% |
| All | +37.2% | +5.5% | +31.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling