+54,540.2%
AMGN vs HUBB
+150,593.0%
-96,052.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | -11.6% | +1.1% | -12.7% | -11.7% |
| 30D | -5.7% | -9.6% | +3.9% | -5.6% |
| 3M | +14.2% | -6.2% | +20.4% | +14.3% |
| 6M | +5.2% | -6.2% | +11.3% | +5.2% |
| YTD | +22.0% | +3.4% | +18.6% | +21.9% |
| 1Y | +43.6% | +5.3% | +38.3% | +43.5% |
| 3Y | +65.0% | +44.4% | +20.6% | +64.5% |
| 5Y | +112.0% | +152.4% | -40.3% | +110.6% |
| 10Y | +216.6% | +437.0% | -220.5% | +213.0% |
| All | +54,540.2% | +150,593.0% | -96,052.8% | +64,846.5% |
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 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