+23.9%
BABA vs HUBB
+333.7%
-309.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.3% | +0.5% |
| 7D | +11.6% | +1.7% | +10.0% | +10.9% |
| 30D | +2.3% | -9.7% | +12.0% | +5.4% |
| 3M | -13.7% | -15.2% | +1.5% | -9.5% |
| 6M | -21.9% | -14.0% | -7.9% | -19.1% |
| YTD | -24.6% | -2.4% | -22.2% | -25.6% |
| 1Y | -34.1% | -5.8% | -28.3% | -34.3% |
| 3Y | +36.3% | +60.4% | -24.2% | +8.4% |
| 5Y | -26.7% | +125.4% | -152.1% | -50.6% |
| 10Y | +19.2% | +409.7% | -390.5% | -47.5% |
| All | +23.9% | +333.7% | -309.9% | -46.2% |
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