+87,761.7%
HUBB vs M
+439.9%
+87,321.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | -6.4% | +8.1% | -14.5% | -8.5% |
| 3M | -14.4% | +2.2% | -16.6% | -15.4% |
| 6M | -9.0% | +35.1% | -44.1% | -16.3% |
| YTD | +0.7% | +15.8% | -15.1% | -4.5% |
| 1Y | -0.3% | +25.8% | -26.1% | -7.4% |
| 3Y | +59.2% | +156.2% | -97.0% | +18.7% |
| 5Y | +130.2% | -2.4% | +132.6% | +101.6% |
| 10Y | +391.8% | -7.1% | +398.9% | +258.9% |
| All | +87,761.7% | +439.9% | +87,321.8% | +27,948.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling