+153.7%
HUBB vs ALK
-28.9%
+182.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.7% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | -9.3% | -18.5% | +9.2% | -4.3% |
| 3M | -3.9% | -3.6% | -0.3% | -3.5% |
| 6M | -0.8% | -3.7% | +2.9% | -1.5% |
| YTD | +5.6% | -19.0% | +24.6% | +9.4% |
| 1Y | +7.7% | -36.0% | +43.8% | +18.6% |
| 3Y | +47.5% | +2.3% | +45.1% | +36.5% |
| 5Y | +153.7% | -27.8% | +181.4% | +146.3% |
| All | +153.7% | -28.9% | +182.5% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling