+27.8%
ILMN vs HUBB
+427.3%
-399.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.0% |
| 7D | -3.9% | +1.1% | -5.0% | -4.3% |
| 30D | +6.9% | -9.6% | +16.5% | +11.4% |
| 3M | +28.1% | -6.2% | +34.3% | +30.1% |
| 6M | +65.0% | -6.2% | +71.1% | +66.0% |
| YTD | +56.3% | +3.4% | +52.9% | +49.4% |
| 1Y | +108.7% | +5.3% | +103.4% | +97.1% |
| 3Y | +33.1% | +44.4% | -11.3% | +5.6% |
| 5Y | -54.1% | +152.4% | -206.5% | -73.0% |
| 10Y | +27.8% | +437.0% | -409.2% | -54.5% |
| All | +27.8% | +427.3% | -399.5% | -54.5% |
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