+91,177.3%
HUBB vs M
+396.5%
+90,780.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +0.5% | +4.7% | -4.2% | -0.6% |
| 30D | -10.0% | -9.6% | -0.4% | -7.9% |
| 3M | -4.8% | +0.9% | -5.6% | -5.4% |
| 6M | -5.6% | +22.3% | -27.8% | -10.7% |
| YTD | +4.7% | +6.5% | -1.9% | +1.8% |
| 1Y | +6.7% | +38.8% | -32.1% | -2.9% |
| 3Y | +45.8% | +115.9% | -70.2% | +13.4% |
| 5Y | +145.9% | +28.6% | +117.3% | +100.0% |
| 10Y | +418.6% | -2.5% | +421.1% | +274.5% |
| All | +91,177.3% | +396.5% | +90,780.8% | +29,795.2% |
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