+431.9%
HUBB vs Z
+7.8%
+424.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | +1.8% | +0.8% | +0.9% | +1.6% |
| 30D | -7.7% | +5.2% | -12.9% | -8.8% |
| 3M | -13.6% | -17.0% | +3.5% | -11.8% |
| 6M | -9.1% | -22.7% | +13.5% | -6.8% |
| YTD | -0.7% | -56.3% | +55.6% | +10.4% |
| 1Y | +1.1% | -57.7% | +58.7% | +12.9% |
| 3Y | +56.2% | -16.5% | +72.7% | +53.3% |
| 5Y | +126.6% | -53.4% | +180.0% | +132.9% |
| 10Y | +384.6% | -15.9% | +400.5% | +295.2% |
| All | +431.9% | +7.8% | +424.1% | +311.3% |
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