+113.2%
AXP vs HUBB
+57.4%
+55.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | -2.1% | +4.6% | -6.7% | -3.8% |
| 30D | +2.7% | -8.4% | +11.0% | +5.9% |
| 3M | -7.3% | -14.3% | +7.1% | -1.9% |
| 6M | +1.8% | -9.3% | +11.1% | +4.1% |
| YTD | -13.1% | -0.5% | -12.6% | -16.2% |
| 1Y | -13.7% | -2.1% | -11.6% | -16.2% |
| All | +113.2% | +57.4% | +55.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling