+1,525.1%
JBL vs HUBB
+446.9%
+1,078.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.3% | +3.8% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -13.1% | -10.0% | -3.2% | -6.2% |
| 3M | -15.6% | -1.6% | -14.0% | -14.9% |
| 6M | +24.6% | -3.1% | +27.7% | +26.9% |
| YTD | +39.6% | +4.6% | +35.0% | +34.7% |
| 1Y | +48.6% | +3.3% | +45.3% | +45.0% |
| 3Y | +197.3% | +46.6% | +150.7% | +121.2% |
| 5Y | +413.0% | +158.7% | +254.3% | +142.2% |
| All | +1,525.1% | +446.9% | +1,078.2% | +363.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling