+2,522.5%
DUK vs HUBB
+149,745.1%
-147,222.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.7% | -1.7% | 0.0% | -1.7% |
| 30D | -2.2% | -12.7% | +10.4% | -2.2% |
| 3M | -3.7% | -2.9% | -0.7% | -3.7% |
| 6M | -6.3% | -4.8% | -1.6% | -6.3% |
| YTD | +4.5% | +2.8% | +1.7% | +4.5% |
| 1Y | +1.8% | +3.5% | -1.7% | +1.8% |
| 3Y | +46.8% | +43.5% | +3.3% | +46.3% |
| 5Y | +40.2% | +154.2% | -113.9% | +39.2% |
| 10Y | +129.8% | +434.0% | -304.2% | +127.1% |
| All | +2,522.5% | +149,745.1% | -147,222.6% | +2,521.3% |
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