+8,933.7%
ITW vs HUBB
+149,745.1%
-140,811.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.5% |
| 7D | -2.4% | -1.7% | -0.7% | -2.3% |
| 30D | -9.5% | -12.7% | +3.1% | -9.3% |
| 3M | +6.6% | -2.9% | +9.6% | +6.7% |
| 6M | -1.8% | -4.8% | +3.0% | -1.7% |
| YTD | +9.0% | +2.8% | +6.2% | +8.9% |
| 1Y | +3.6% | +3.5% | 0.0% | +3.5% |
| 3Y | +19.4% | +43.5% | -24.1% | +18.7% |
| 5Y | +36.4% | +154.2% | -117.8% | +34.4% |
| 10Y | +190.0% | +434.0% | -244.1% | +183.2% |
| All | +8,933.7% | +149,745.1% | -140,811.4% | +8,406.7% |
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