+109.1%
AMGN vs HUBB
+148.7%
-39.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | -13.9% | -1.7% | -12.2% | -13.7% |
| 30D | -7.1% | -12.7% | +5.5% | -5.4% |
| 3M | +13.9% | -2.9% | +16.9% | +13.9% |
| 6M | +3.2% | -4.8% | +8.0% | +3.2% |
| YTD | +19.2% | +2.8% | +16.5% | +17.6% |
| 1Y | +41.1% | +3.5% | +37.6% | +38.8% |
| 3Y | +61.3% | +43.5% | +17.8% | +48.2% |
| 5Y | +109.1% | +154.2% | -45.1% | +67.5% |
| All | +109.1% | +148.7% | -39.7% | +67.5% |
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