+144.8%
IBM vs HUBB
+382.2%
-237.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -0.3% | +4.6% | -4.9% | -1.8% |
| 30D | +6.8% | -8.4% | +15.1% | +9.6% |
| 3M | +4.4% | -14.3% | +18.7% | +9.3% |
| 6M | +13.2% | -9.3% | +22.5% | +14.7% |
| YTD | -15.1% | -0.5% | -14.6% | -17.9% |
| 1Y | -20.2% | -2.1% | -18.1% | -22.4% |
| 3Y | +79.3% | +57.2% | +22.1% | +38.1% |
| 5Y | +147.5% | +127.1% | +20.3% | +55.3% |
| All | +144.8% | +382.2% | -237.4% | +7.6% |
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