+437.9%
HUBB vs KMX
+11.6%
+426.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.4% |
| 7D | -0.1% | -3.1% | +3.0% | +0.8% |
| 30D | -10.0% | +4.4% | -14.4% | -11.2% |
| 3M | -1.6% | +18.9% | -20.5% | -7.1% |
| 6M | -3.1% | +44.3% | -47.4% | -14.6% |
| YTD | +4.6% | +58.7% | -54.1% | -11.2% |
| 1Y | +3.3% | +0.1% | +3.2% | -0.9% |
| 3Y | +46.6% | -24.4% | +71.0% | +49.0% |
| 5Y | +158.7% | -54.4% | +213.1% | +197.0% |
| All | +437.9% | +11.6% | +426.3% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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