+2,178.5%
HUBB vs KMX
+448.1%
+1,730.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +1.1% | -1.9% | +2.9% | +1.4% |
| 30D | -9.6% | +2.6% | -12.2% | -10.1% |
| 3M | -6.2% | +25.6% | -31.8% | -10.6% |
| 6M | -6.2% | +41.9% | -48.0% | -13.3% |
| YTD | +3.4% | +56.0% | -52.7% | -6.7% |
| 1Y | +5.3% | -1.8% | +7.1% | +2.5% |
| 3Y | +44.4% | -25.7% | +70.1% | +45.9% |
| 5Y | +152.4% | -54.7% | +207.1% | +171.7% |
| 10Y | +437.0% | +9.2% | +427.9% | +383.0% |
| All | +2,178.5% | +448.1% | +1,730.4% | +1,242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling