+437.0%
HUBB vs ALK
-39.2%
+476.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | +1.1% | -3.0% | +4.0% | +2.0% |
| 30D | -9.6% | -14.6% | +5.0% | -5.2% |
| 3M | -6.2% | -10.6% | +4.4% | -3.6% |
| 6M | -6.2% | -6.7% | +0.6% | -6.1% |
| YTD | +3.4% | -19.8% | +23.1% | +7.7% |
| 1Y | +5.3% | -35.2% | +40.5% | +16.7% |
| 3Y | +44.4% | +1.4% | +43.0% | +31.9% |
| 5Y | +152.4% | -30.7% | +183.0% | +152.9% |
| 10Y | +437.0% | -37.4% | +474.4% | +379.2% |
| All | +437.0% | -39.2% | +476.3% | +379.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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