-44.8%
COMP vs HUBB
+168.6%
-213.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | +0.5% | +0.8% | +1.1% |
| 30D | -13.3% | -10.0% | -3.3% | -7.8% |
| 3M | +41.1% | -4.8% | +45.9% | +44.2% |
| 6M | +17.2% | -5.6% | +22.7% | +19.6% |
| YTD | +5.2% | +4.7% | +0.5% | +0.2% |
| 1Y | +18.9% | +6.7% | +12.3% | +10.7% |
| 3Y | +215.9% | +45.8% | +170.2% | +124.1% |
| 5Y | -31.2% | +145.9% | -177.1% | -70.4% |
| All | -44.8% | +168.6% | -213.4% | -76.5% |
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 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