+460.8%
HUBB vs Z
+25.1%
+435.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +0.5% | -3.0% | +3.5% | +1.0% |
| 30D | -10.0% | -4.2% | -5.8% | -9.6% |
| 3M | -4.8% | -3.7% | -1.1% | -4.8% |
| 6M | -5.6% | -24.5% | +19.0% | -2.3% |
| YTD | +4.7% | -49.3% | +54.0% | +14.7% |
| 1Y | +6.7% | -58.7% | +65.3% | +20.3% |
| 3Y | +45.8% | -34.1% | +79.9% | +49.2% |
| 5Y | +145.9% | -64.5% | +210.5% | +162.3% |
| 10Y | +418.6% | -0.5% | +419.1% | +315.0% |
| All | +460.8% | +25.1% | +435.7% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling