+113.4%
IBM vs HUBB
+154.0%
-40.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.3% | +4.8% | -4.5% | -0.5% |
| 30D | -1.5% | -9.3% | +7.8% | +0.1% |
| 3M | -16.8% | -3.9% | -12.9% | -16.9% |
| 6M | -9.0% | -0.8% | -8.2% | -10.4% |
| YTD | -20.1% | +5.6% | -25.6% | -22.6% |
| 1Y | -7.0% | +7.7% | -14.8% | -10.6% |
| 3Y | +72.4% | +47.5% | +24.9% | +50.2% |
| All | +113.4% | +154.0% | -40.6% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling