+136.0%
GOOG vs HUBB
+157.3%
-21.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.0% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -2.0% | -10.0% | +8.0% | +1.2% |
| 3M | -5.9% | -1.6% | -4.3% | -6.3% |
| 6M | +8.9% | -3.1% | +12.0% | +7.8% |
| YTD | +7.1% | +4.6% | +2.5% | +2.6% |
| 1Y | +39.7% | +3.3% | +36.3% | +34.0% |
| 3Y | +145.8% | +46.6% | +99.3% | +99.0% |
| All | +136.0% | +157.3% | -21.3% | +36.3% |
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 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