+340.5%
JCI vs HUBB
+446.9%
-106.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +1.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | -4.4% | -10.0% | +5.5% | +1.6% |
| 3M | +1.7% | -1.6% | +3.3% | +2.1% |
| 6M | +8.8% | -3.1% | +11.9% | +10.0% |
| YTD | +22.6% | +4.6% | +18.1% | +18.0% |
| 1Y | +36.2% | +3.3% | +32.9% | +31.4% |
| 3Y | +168.0% | +46.6% | +121.4% | +103.6% |
| 5Y | +113.5% | +158.7% | -45.2% | +11.5% |
| All | +340.5% | +446.9% | -106.4% | +45.1% |
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