+1,761.8%
ASML vs HUBB
+430.1%
+1,331.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.3% |
| 7D | +6.0% | +4.8% | +1.2% | +2.8% |
| 30D | +1.4% | -9.3% | +10.7% | +7.9% |
| 3M | +1.0% | -3.9% | +4.9% | +3.6% |
| 6M | +37.0% | -0.8% | +37.8% | +37.3% |
| YTD | +65.8% | +5.6% | +60.2% | +59.9% |
| 1Y | +123.1% | +7.7% | +115.4% | +111.4% |
| 3Y | +188.2% | +47.5% | +140.7% | +121.7% |
| 5Y | +115.6% | +153.7% | -38.1% | +16.6% |
| 10Y | +1,761.8% | +433.0% | +1,328.8% | +541.2% |
| All | +1,761.8% | +430.1% | +1,331.7% | +541.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling