+50.0%
BMY vs HUBB
+8.5%
+41.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | +0.5% | -0.2% | +0.4% |
| 30D | +5.0% | -10.0% | +15.0% | +4.6% |
| 3M | +19.4% | -4.8% | +24.2% | +18.7% |
| 6M | +9.5% | -5.6% | +15.1% | +8.1% |
| YTD | +28.1% | +4.7% | +23.4% | +24.9% |
| 1Y | +50.0% | +6.7% | +43.3% | +47.2% |
| All | +50.0% | +8.5% | +41.5% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling