+43.8%
ILMN vs HUBB
-9.9%
+53.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | +0.7% | +4.6% | -3.8% | -0.4% |
| 30D | -22.7% | -8.4% | -14.4% | -22.3% |
| 3M | +8.6% | -14.3% | +23.0% | +8.5% |
| 6M | +43.8% | -9.3% | +53.1% | +43.4% |
| All | +43.8% | -9.9% | +53.7% | +43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling