+52.8%
IONQ vs HUBB
+123.0%
-70.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +20.9% | +21.2% |
| 7D | +8.6% | +1.7% | +6.9% | +7.6% |
| 30D | -21.1% | -9.7% | -11.4% | -14.1% |
| 3M | -17.9% | -15.2% | -2.7% | -5.5% |
| 6M | -37.9% | -14.0% | -24.0% | -29.7% |
| YTD | -27.3% | -2.4% | -24.9% | -28.6% |
| 1Y | -43.2% | -5.8% | -37.4% | -42.1% |
| 3Y | +191.0% | +60.4% | +130.6% | +94.8% |
| All | +52.8% | +123.0% | -70.2% | -23.5% |
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