+2,413.6%
IBM vs HUBB
+152,497.5%
-150,083.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +0.3% | -10.0% | +10.3% | +0.4% |
| 3M | -21.6% | -4.8% | -16.8% | -21.6% |
| 6M | -4.7% | -5.6% | +0.9% | -4.7% |
| YTD | -19.1% | +4.7% | -23.7% | -19.2% |
| 1Y | -2.5% | +6.7% | -9.2% | -2.6% |
| 3Y | +74.2% | +45.8% | +28.4% | +73.5% |
| 5Y | +113.1% | +145.9% | -32.8% | +111.5% |
| 10Y | +133.5% | +418.6% | -285.1% | +130.7% |
| All | +2,413.6% | +152,497.5% | -150,083.9% | +2,882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling