+244.0%
EQIX vs HUBB
+446.9%
-202.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | -2.5% | -10.0% | +7.5% | +0.8% |
| 3M | 0.0% | -1.6% | +1.5% | -0.1% |
| 6M | +7.6% | -3.1% | +10.7% | +7.7% |
| YTD | +37.5% | +4.6% | +32.9% | +33.9% |
| 1Y | +32.9% | +3.3% | +29.6% | +29.4% |
| 3Y | +42.8% | +46.6% | -3.8% | +20.4% |
| 5Y | +35.8% | +158.7% | -122.9% | -6.7% |
| All | +244.0% | +446.9% | -202.9% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling