+16.7%
BABA vs HUBB
+430.1%
-413.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.2% | +4.8% | -5.0% | -1.6% |
| 30D | -12.3% | -9.3% | -3.0% | -9.8% |
| 3M | -5.3% | -3.9% | -1.4% | -5.0% |
| 6M | -13.1% | -0.8% | -12.2% | -14.1% |
| YTD | -22.4% | +5.6% | -28.0% | -25.0% |
| 1Y | -19.5% | +7.7% | -27.2% | -22.8% |
| 3Y | +32.9% | +47.5% | -14.5% | +10.7% |
| 5Y | -29.9% | +153.7% | -183.5% | -53.9% |
| 10Y | +16.7% | +433.0% | -416.3% | -47.7% |
| All | +16.7% | +430.1% | -413.4% | -47.7% |
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