-1.3%
IONQ vs HUBB
+7.9%
-9.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +7.1% | +4.8% | +2.3% | +4.1% |
| 30D | -8.9% | -9.3% | +0.4% | -3.3% |
| 3M | -35.6% | -3.9% | -31.7% | -34.2% |
| 6M | +13.3% | -0.8% | +14.1% | +8.4% |
| YTD | -9.8% | +5.6% | -15.4% | -17.3% |
| 1Y | -1.3% | +7.7% | -9.1% | -12.0% |
| All | -1.3% | +7.9% | -9.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling