+1,504.8%
ASML vs HUBB
+413.4%
+1,091.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.8% | +3.4% | +4.4% |
| 7D | -0.8% | +1.8% | -2.6% | -1.7% |
| 30D | -14.9% | -6.9% | -8.0% | -10.8% |
| 3M | -13.0% | -13.8% | +0.9% | -4.2% |
| 6M | -4.7% | -9.8% | +5.1% | +2.0% |
| YTD | +42.3% | +0.3% | +42.0% | +42.1% |
| 1Y | +49.7% | -3.3% | +53.1% | +52.8% |
| 3Y | +144.3% | +61.0% | +83.3% | +79.3% |
| 5Y | +86.4% | +128.5% | -42.2% | +7.7% |
| 10Y | +1,504.8% | +398.9% | +1,105.9% | +557.9% |
| All | +1,504.8% | +413.4% | +1,091.4% | +557.9% |
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