+28.2%
BABA vs HUBB
+365.3%
-337.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -11.9% | -10.0% | -1.9% | -9.0% |
| 3M | -9.3% | -4.8% | -4.5% | -8.6% |
| 6M | -14.2% | -5.6% | -8.7% | -13.9% |
| YTD | -22.0% | +4.7% | -26.7% | -24.5% |
| 1Y | -12.7% | +6.7% | -19.4% | -16.2% |
| 3Y | +26.7% | +45.8% | -19.1% | +5.0% |
| 5Y | -29.3% | +145.9% | -175.3% | -53.7% |
| 10Y | +21.2% | +418.6% | -397.3% | -46.2% |
| All | +28.2% | +365.3% | -337.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling