+159.4%
HUBB vs Z
-64.7%
+224.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +1.2% |
| 7D | -0.1% | -6.0% | +6.0% | +0.8% |
| 30D | -10.0% | -2.3% | -7.7% | -9.9% |
| 3M | -1.6% | -0.6% | -1.0% | -2.2% |
| 6M | -3.1% | -27.6% | +24.5% | +0.9% |
| YTD | +4.6% | -52.4% | +56.9% | +15.9% |
| 1Y | +3.3% | -63.6% | +66.9% | +19.4% |
| 3Y | +46.6% | -36.4% | +83.0% | +51.2% |
| All | +159.4% | -64.7% | +224.0% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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