+464.9%
AXP vs HUBB
+430.1%
+34.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +0.6% | +4.8% | -4.2% | -2.3% |
| 30D | -4.3% | -9.3% | +5.0% | +1.2% |
| 3M | +4.7% | -3.9% | +8.6% | +5.7% |
| 6M | +9.0% | -0.8% | +9.8% | +6.4% |
| YTD | -11.1% | +5.6% | -16.7% | -17.2% |
| 1Y | +1.3% | +7.7% | -6.5% | -7.4% |
| 3Y | +114.5% | +47.5% | +67.0% | +51.7% |
| 5Y | +118.0% | +153.7% | -35.6% | -1.2% |
| 10Y | +464.9% | +433.0% | +31.9% | +45.2% |
| All | +464.9% | +430.1% | +34.8% | +45.2% |
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