-40.2%
CMCSA vs HUBB
+126.3%
-166.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.2% | +1.8% | +1.4% | +2.9% |
| 30D | +19.5% | -7.7% | +27.2% | +20.8% |
| 3M | -2.4% | -13.6% | +11.2% | -0.5% |
| 6M | +3.8% | -9.1% | +13.0% | +4.5% |
| YTD | -5.4% | -0.7% | -4.6% | -7.1% |
| 1Y | +1.1% | +1.1% | +0.1% | -1.2% |
| 3Y | -27.1% | +56.2% | -83.3% | -37.9% |
| All | -40.2% | +126.3% | -166.5% | -56.4% |
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