+3,397.5%
HUBB vs EXEL
+336.4%
+3,061.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | -7.7% | +13.1% | -20.8% | -9.1% |
| 3M | -13.6% | +36.3% | -49.9% | -16.8% |
| 6M | -9.1% | +34.5% | -43.7% | -12.6% |
| YTD | -0.7% | +57.4% | -58.2% | -6.5% |
| 1Y | +1.1% | +62.9% | -61.9% | -5.3% |
| 3Y | +56.2% | +229.5% | -173.3% | +32.4% |
| 5Y | +126.6% | +281.2% | -154.6% | +86.7% |
| 10Y | +384.6% | +320.7% | +63.8% | +273.1% |
| All | +3,397.5% | +336.4% | +3,061.2% | +1,796.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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