+376.9%
HUBB vs PTC
+312.5%
+64.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | -7.7% | +1.2% | -8.9% | -8.0% |
| 3M | -13.6% | +27.4% | -40.9% | -21.7% |
| 6M | -9.1% | +39.2% | -48.3% | -21.3% |
| YTD | -0.7% | +12.5% | -13.2% | -7.7% |
| 1Y | +1.1% | +12.3% | -11.2% | -6.0% |
| 3Y | +56.2% | +28.8% | +27.4% | +35.7% |
| 5Y | +126.6% | +60.9% | +65.7% | +77.5% |
| All | +376.9% | +312.5% | +64.5% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling