+13,503.3%
GOOGL vs HUBB
+1,657.8%
+11,845.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +1.1% | +4.8% | -3.8% | -0.9% |
| 30D | -4.4% | -9.3% | +4.9% | -0.6% |
| 3M | -6.8% | -3.9% | -2.9% | -6.3% |
| 6M | +13.6% | -0.8% | +14.4% | +11.5% |
| YTD | +8.3% | +5.6% | +2.7% | +2.9% |
| 1Y | +44.9% | +7.7% | +37.2% | +35.9% |
| 3Y | +150.5% | +47.5% | +103.0% | +97.2% |
| 5Y | +137.7% | +153.7% | -16.0% | +42.0% |
| 10Y | +750.9% | +433.0% | +317.9% | +238.8% |
| All | +13,503.3% | +1,657.8% | +11,845.5% | +2,483.4% |
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