+2,376.5%
HUBB vs SNY
+241.9%
+2,134.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | -0.1% | -3.3% | +3.3% | +1.1% |
| 30D | -10.0% | -2.2% | -7.8% | -9.3% |
| 3M | -1.6% | -3.0% | +1.4% | -1.0% |
| 6M | -3.1% | +2.7% | -5.8% | -4.7% |
| YTD | +4.6% | -6.8% | +11.4% | +6.4% |
| 1Y | +3.3% | -5.3% | +8.6% | +4.1% |
| 3Y | +46.6% | -9.8% | +56.4% | +45.0% |
| 5Y | +158.7% | +9.7% | +149.0% | +130.9% |
| 10Y | +443.5% | +64.5% | +379.0% | +301.4% |
| All | +2,376.5% | +241.9% | +2,134.5% | +1,105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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