+152,391.5%
HUBB vs NYT
+758.3%
+151,633.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -10.0% | +4.6% | -14.5% | -10.9% |
| 3M | -1.6% | -9.6% | +8.0% | -0.2% |
| 6M | -3.1% | -14.0% | +10.9% | -0.9% |
| YTD | +4.6% | -2.8% | +7.4% | +3.9% |
| 1Y | +3.3% | +15.6% | -12.2% | -1.5% |
| 3Y | +46.6% | +56.3% | -9.7% | +29.1% |
| 5Y | +158.7% | +39.5% | +119.2% | +129.2% |
| 10Y | +443.5% | +488.0% | -44.6% | +241.6% |
| All | +152,391.5% | +758.3% | +151,633.2% | +92,764.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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