+15.8%
BABA vs HUBB
+413.4%
-397.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.6% |
| 7D | +3.8% | +1.8% | +2.0% | +3.1% |
| 30D | -5.4% | -6.9% | +1.5% | -3.6% |
| 3M | -17.9% | -13.8% | -4.1% | -14.6% |
| 6M | -24.1% | -9.8% | -14.3% | -22.6% |
| YTD | -27.4% | +0.3% | -27.8% | -28.9% |
| 1Y | -36.1% | -3.3% | -32.7% | -36.7% |
| 3Y | +35.4% | +61.0% | -25.7% | +8.9% |
| 5Y | -30.1% | +128.5% | -158.6% | -52.4% |
| 10Y | +15.8% | +398.9% | -383.1% | -38.1% |
| All | +15.8% | +413.4% | -397.6% | -38.1% |
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