+75.5%
ASML vs HUBB
+123.0%
-47.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +3.2% |
| 7D | -9.0% | +1.7% | -10.7% | -9.9% |
| 30D | -21.0% | -9.7% | -11.3% | -15.0% |
| 3M | -16.3% | -15.2% | -1.1% | -6.0% |
| 6M | -7.5% | -14.0% | +6.5% | +2.8% |
| YTD | +34.0% | -2.4% | +36.4% | +35.9% |
| 1Y | +39.3% | -5.8% | +45.1% | +44.5% |
| 3Y | +128.9% | +60.4% | +68.4% | +60.4% |
| All | +75.5% | +123.0% | -47.5% | -14.4% |
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