-53.1%
ILMN vs HUBB
+154.5%
-207.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | +1.9% | +4.8% | -2.9% | +0.2% |
| 30D | +12.3% | -9.3% | +21.6% | +16.2% |
| 3M | +33.5% | -3.9% | +37.4% | +34.1% |
| 6M | +69.4% | -0.8% | +70.2% | +66.1% |
| YTD | +60.9% | +5.6% | +55.3% | +52.2% |
| 1Y | +115.0% | +7.7% | +107.2% | +100.9% |
| 3Y | +37.0% | +47.5% | -10.4% | +7.9% |
| 5Y | -53.1% | +153.7% | -206.8% | -74.4% |
| All | -53.1% | +154.5% | -207.7% | -74.4% |
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