+757.4%
HUBB vs INDA
+111.6%
+645.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.7% |
| 7D | +4.8% | -1.0% | +5.8% | +5.3% |
| 30D | -9.3% | -2.5% | -6.8% | -8.1% |
| 3M | -3.9% | +4.0% | -7.9% | -5.7% |
| 6M | -0.8% | -1.8% | +1.0% | 0.0% |
| YTD | +5.6% | -9.2% | +14.7% | +10.6% |
| 1Y | +7.7% | -7.2% | +14.9% | +11.5% |
| 3Y | +47.5% | +9.8% | +37.6% | +40.4% |
| 5Y | +153.7% | +7.5% | +146.2% | +143.3% |
| 10Y | +433.0% | +80.8% | +352.3% | +287.7% |
| All | +757.4% | +111.6% | +645.8% | +483.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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