+86,473.9%
HUBB vs M
+436.6%
+86,037.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +1.8% | +7.0% | -5.3% | +0.1% |
| 30D | -7.7% | +8.9% | -16.6% | -9.9% |
| 3M | -13.6% | +4.5% | -18.1% | -15.0% |
| 6M | -9.1% | +36.2% | -45.3% | -16.6% |
| YTD | -0.7% | +15.1% | -15.9% | -5.7% |
| 1Y | +1.1% | +27.4% | -26.4% | -6.5% |
| 3Y | +56.2% | +160.1% | -104.0% | +16.0% |
| 5Y | +126.6% | -1.6% | +128.2% | +98.0% |
| 10Y | +384.6% | -7.7% | +392.2% | +254.1% |
| All | +86,473.9% | +436.6% | +86,037.3% | +27,575.4% |
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