+152,391.5%
HUBB vs NTRS
+7,800.3%
+144,591.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | -0.1% | +1.4% | -1.4% | -0.5% |
| 30D | -10.0% | -0.7% | -9.3% | -9.8% |
| 3M | -1.6% | +11.3% | -12.9% | -5.2% |
| 6M | -3.1% | +35.5% | -38.6% | -12.9% |
| YTD | +4.6% | +40.6% | -36.0% | -7.3% |
| 1Y | +3.3% | +49.2% | -45.9% | -10.3% |
| 3Y | +46.6% | +167.2% | -120.6% | +3.7% |
| 5Y | +158.7% | +94.9% | +63.7% | +99.1% |
| 10Y | +443.5% | +259.5% | +184.0% | +241.2% |
| All | +152,391.5% | +7,800.3% | +144,591.2% | +75,013.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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