+134.5%
IBM vs HUBB
+437.4%
-302.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -0.3% | -1.7% | +1.4% | +0.2% |
| 30D | -1.8% | -12.7% | +10.8% | +2.5% |
| 3M | -13.5% | -2.9% | -10.5% | -13.8% |
| 6M | -5.1% | -4.8% | -0.3% | -5.8% |
| YTD | -19.4% | +2.8% | -22.2% | -22.6% |
| 1Y | -6.5% | +3.5% | -10.1% | -10.9% |
| 3Y | +73.8% | +43.5% | +30.3% | +39.7% |
| 5Y | +116.3% | +154.2% | -37.9% | +29.2% |
| All | +134.5% | +437.4% | -302.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling