+59.0%
ILMN vs HUBB
+396.5%
-337.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | -6.0% | +1.2% | -7.2% | -6.4% |
| 30D | -23.0% | -6.4% | -16.6% | -20.7% |
| 3M | +10.4% | -14.4% | +24.8% | +17.8% |
| 6M | +49.4% | -9.0% | +58.4% | +53.6% |
| YTD | +62.3% | +0.7% | +61.6% | +57.1% |
| 1Y | +73.7% | -0.3% | +74.0% | +68.7% |
| 3Y | +122.5% | +59.2% | +63.3% | +69.8% |
| 5Y | -43.2% | +130.2% | -173.4% | -64.8% |
| 10Y | +59.0% | +391.8% | -332.8% | -29.7% |
| All | +59.0% | +396.5% | -337.5% | -29.7% |
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