+60.4%
HCA vs HUBB
+46.2%
+14.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +3.0% | -10.0% | +12.9% | +4.0% |
| 3M | +13.0% | -1.6% | +14.6% | +12.6% |
| 6M | -20.3% | -3.1% | -17.2% | -20.4% |
| YTD | -8.2% | +4.6% | -12.8% | -9.4% |
| 1Y | +6.7% | +3.3% | +3.4% | +5.3% |
| 3Y | +60.4% | +46.6% | +13.8% | +42.4% |
| All | +60.4% | +46.2% | +14.2% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling