+265.9%
IONQ vs HUBB
+221.3%
+44.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.4% |
| 30D | -1.0% | -10.0% | +9.0% | +7.8% |
| 3M | -39.8% | -4.8% | -35.0% | -37.5% |
| 6M | +6.4% | -5.6% | +12.0% | +9.0% |
| YTD | -11.9% | +4.7% | -16.6% | -17.5% |
| 1Y | -6.2% | +6.7% | -12.8% | -13.7% |
| 3Y | +125.7% | +45.8% | +79.9% | +68.6% |
| 5Y | +296.0% | +145.9% | +150.1% | +105.9% |
| All | +265.9% | +221.3% | +44.7% | +88.9% |
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