+47.5%
HUBB vs M
+120.4%
-73.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.4% |
| 7D | +4.8% | +2.4% | +2.5% | +4.3% |
| 30D | -9.3% | -11.6% | +2.3% | -7.1% |
| 3M | -3.9% | +1.6% | -5.5% | -4.6% |
| 6M | -0.8% | +25.2% | -26.1% | -6.0% |
| YTD | +5.6% | +3.8% | +1.8% | +3.6% |
| 1Y | +7.7% | +36.3% | -28.6% | -0.2% |
| 3Y | +47.5% | +116.3% | -68.9% | +20.5% |
| All | +47.5% | +120.4% | -73.0% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling