+77.4%
IBM vs HUBB
+44.4%
+32.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +3.6% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | +1.5% | -9.6% | +11.1% | +2.8% |
| 3M | -12.9% | -6.2% | -6.7% | -12.9% |
| 6M | -3.9% | -6.2% | +2.2% | -4.5% |
| YTD | -17.3% | +3.4% | -20.7% | -19.9% |
| 1Y | -5.0% | +5.3% | -10.3% | -8.6% |
| All | +77.4% | +44.4% | +32.9% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling