-35.3%
CMCSA vs HUBB
+44.4%
-79.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.4% |
| 7D | -8.3% | +1.1% | -9.4% | -8.3% |
| 30D | -2.4% | -9.6% | +7.2% | -1.6% |
| 3M | +4.5% | -6.2% | +10.7% | +4.7% |
| 6M | -18.8% | -6.2% | -12.6% | -18.7% |
| YTD | -8.9% | +3.4% | -12.3% | -10.5% |
| 1Y | -18.3% | +5.3% | -23.6% | -20.2% |
| All | -35.3% | +44.4% | -79.7% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling