+159.4%
HUBB vs SONY
+9.6%
+149.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.3% |
| 7D | -0.1% | -2.7% | +2.6% | +0.6% |
| 30D | -10.0% | +1.5% | -11.5% | -10.4% |
| 3M | -1.6% | +13.0% | -14.6% | -5.4% |
| 6M | -3.1% | +11.2% | -14.3% | -6.8% |
| YTD | +4.6% | -6.6% | +11.2% | +6.1% |
| 1Y | +3.3% | -18.1% | +21.5% | +8.9% |
| 3Y | +46.6% | +42.1% | +4.5% | +27.4% |
| All | +159.4% | +9.6% | +149.7% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 5y: compounded portfolio wealth divided by compounded SONY 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…
5y analysis · Full analysis span regression · 6 months rolling