+108.8%
JCI vs HUBB
+148.7%
-39.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +0.4% | -1.7% | +2.1% | +1.3% |
| 30D | -7.7% | -12.7% | +4.9% | -0.6% |
| 3M | +2.8% | -2.9% | +5.7% | +4.0% |
| 6M | +7.2% | -4.8% | +12.0% | +9.4% |
| YTD | +20.0% | +2.8% | +17.2% | +16.8% |
| 1Y | +33.3% | +3.5% | +29.7% | +28.7% |
| 3Y | +161.3% | +43.5% | +117.8% | +104.6% |
| 5Y | +108.8% | +154.2% | -45.4% | +10.2% |
| All | +108.8% | +148.7% | -39.9% | +10.2% |
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