+13,164.2%
GOOG vs HUBB
+1,620.8%
+11,543.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.2% |
| 7D | -1.6% | +1.1% | -2.6% | -2.0% |
| 30D | -7.7% | -9.6% | +2.0% | -3.8% |
| 3M | -9.3% | -6.2% | -3.1% | -7.9% |
| 6M | +7.4% | -6.2% | +13.6% | +8.0% |
| YTD | +4.9% | +3.4% | +1.5% | +0.5% |
| 1Y | +37.2% | +5.3% | +31.9% | +29.9% |
| 3Y | +141.6% | +44.4% | +97.3% | +92.0% |
| 5Y | +128.8% | +152.4% | -23.6% | +36.9% |
| 10Y | +772.7% | +437.0% | +335.7% | +245.5% |
| All | +13,164.2% | +1,620.8% | +11,543.4% | +2,440.2% |
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