+755.6%
GOOGL vs HUBB
+446.9%
+308.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.4% | -10.0% | +8.6% | +2.3% |
| 3M | -5.3% | -1.6% | -3.7% | -5.8% |
| 6M | +9.8% | -3.1% | +12.9% | +8.9% |
| YTD | +8.4% | +4.6% | +3.8% | +3.7% |
| 1Y | +41.2% | +3.3% | +37.8% | +35.3% |
| 3Y | +149.6% | +46.6% | +103.0% | +100.5% |
| 5Y | +142.6% | +158.7% | -16.1% | +47.7% |
| All | +755.6% | +446.9% | +308.7% | +276.9% |
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