+117.0%
AXP vs HUBB
+147.2%
-30.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | +0.5% | -2.7% | -2.3% |
| 30D | -6.5% | -10.0% | +3.5% | -2.4% |
| 3M | +4.6% | -4.8% | +9.4% | +5.8% |
| 6M | +5.4% | -5.6% | +11.0% | +6.0% |
| YTD | -11.1% | +4.7% | -15.8% | -15.2% |
| 1Y | -0.3% | +6.7% | -7.0% | -6.2% |
| 3Y | +111.6% | +45.8% | +65.8% | +67.7% |
| All | +117.0% | +147.2% | -30.2% | +30.6% |
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