+437.9%
HUBB vs M
-3.0%
+440.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -5.9% | +0.2% |
| 7D | -0.1% | -4.2% | +4.1% | +0.7% |
| 30D | -10.0% | -7.2% | -2.8% | -8.7% |
| 3M | -1.6% | -11.1% | +9.6% | +0.4% |
| 6M | -3.1% | +28.8% | -31.9% | -8.6% |
| YTD | +4.6% | +2.0% | +2.5% | +3.0% |
| 1Y | +3.3% | +31.3% | -27.9% | -3.6% |
| 3Y | +46.6% | +119.1% | -72.5% | +18.2% |
| 5Y | +158.7% | +29.7% | +129.0% | +117.0% |
| All | +437.9% | -3.0% | +440.9% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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