+24.3%
BMY vs HUBB
+157.3%
-133.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.1% | -10.0% | +9.9% | +0.4% |
| 3M | +13.1% | -1.6% | +14.7% | +12.9% |
| 6M | +8.4% | -3.1% | +11.5% | +8.0% |
| YTD | +22.0% | +4.6% | +17.4% | +20.7% |
| 1Y | +40.3% | +3.3% | +36.9% | +38.9% |
| 3Y | +20.5% | +46.6% | -26.1% | +14.2% |
| All | +24.3% | +157.3% | -133.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling