+2,574.6%
IBM vs HUBB
+146,787.4%
-144,212.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | +10.1% | -6.4% | +16.5% | +10.1% |
| 3M | +4.8% | -14.4% | +19.2% | +4.9% |
| 6M | +12.6% | -9.0% | +21.6% | +12.6% |
| YTD | -13.9% | +0.7% | -14.6% | -14.0% |
| 1Y | -18.7% | -0.3% | -18.4% | -18.7% |
| 3Y | +81.9% | +59.2% | +22.7% | +81.1% |
| 5Y | +148.3% | +130.2% | +18.1% | +146.5% |
| 10Y | +143.6% | +391.8% | -248.1% | +140.7% |
| All | +2,574.6% | +146,787.4% | -144,212.8% | +3,074.1% |
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