+44.6%
GOOG vs HUBB
+8.5%
+36.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -6.8% | -10.0% | +3.2% | -6.5% |
| 3M | -9.1% | -4.8% | -4.3% | -9.3% |
| 6M | +10.7% | -5.6% | +16.3% | +8.6% |
| YTD | +7.1% | +4.7% | +2.4% | +2.0% |
| 1Y | +44.6% | +6.7% | +38.0% | +36.0% |
| All | +44.6% | +8.5% | +36.2% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling