+1,690.2%
BMY vs HUBB
+153,832.2%
-152,142.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | -3.3% | +4.8% | -8.2% | -3.4% |
| 30D | 0.0% | -9.3% | +9.3% | 0.0% |
| 3M | +17.7% | -3.9% | +21.6% | +17.7% |
| 6M | +9.6% | -0.8% | +10.5% | +9.6% |
| YTD | +24.0% | +5.6% | +18.4% | +23.9% |
| 1Y | +45.1% | +7.7% | +37.4% | +45.0% |
| 3Y | +22.5% | +47.5% | -25.0% | +22.0% |
| 5Y | +22.3% | +153.7% | -131.4% | +21.3% |
| 10Y | +62.0% | +433.0% | -371.1% | +59.7% |
| All | +1,690.2% | +153,832.2% | -152,142.0% | +1,777.2% |
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