+126.5%
HSY vs HUBB
+446.9%
-320.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -5.2% | -10.0% | +4.8% | -3.5% |
| 3M | -3.4% | -1.6% | -1.8% | -3.8% |
| 6M | -19.2% | -3.1% | -16.1% | -19.5% |
| YTD | -2.6% | +4.6% | -7.2% | -4.7% |
| 1Y | -3.8% | +3.3% | -7.1% | -5.8% |
| 3Y | -10.6% | +46.6% | -57.2% | -22.1% |
| 5Y | +12.3% | +158.7% | -146.4% | -19.5% |
| All | +126.5% | +446.9% | -320.4% | +27.6% |
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