+147.3%
IBM vs HUBB
+381.1%
-233.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | +9.2% | -7.7% | +16.9% | +11.8% |
| 3M | +4.9% | -13.6% | +18.5% | +9.6% |
| 6M | +16.8% | -9.1% | +25.9% | +18.3% |
| YTD | -14.3% | -0.7% | -13.5% | -17.0% |
| 1Y | -16.7% | +1.1% | -17.8% | -20.0% |
| 3Y | +82.2% | +56.2% | +26.0% | +40.8% |
| 5Y | +149.9% | +126.6% | +23.3% | +57.0% |
| All | +147.3% | +381.1% | -233.8% | +8.8% |
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