+2,347.1%
INFY vs HUBB
+2,287.3%
+59.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -9.8% | -1.7% | -8.1% | -9.1% |
| 30D | -13.4% | -12.7% | -0.7% | -8.4% |
| 3M | -7.2% | -2.9% | -4.3% | -7.5% |
| 6M | -20.6% | -4.8% | -15.8% | -21.2% |
| YTD | -37.5% | +2.8% | -40.2% | -40.4% |
| 1Y | -33.4% | +3.5% | -36.9% | -37.0% |
| 3Y | -32.4% | +43.5% | -76.0% | -47.6% |
| 5Y | -45.5% | +154.2% | -199.7% | -68.9% |
| 10Y | +79.7% | +434.0% | -354.3% | -34.1% |
| All | +2,347.1% | +2,287.3% | +59.8% | +230.9% |
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