+2,331.5%
JCI vs HUBB
+153,832.3%
-151,500.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +5.1% | +4.8% | +0.3% | +5.0% |
| 30D | -3.8% | -9.3% | +5.5% | -3.7% |
| 3M | +1.9% | -3.9% | +5.8% | +2.0% |
| 6M | +11.2% | -0.8% | +12.0% | +11.2% |
| YTD | +22.9% | +5.6% | +17.4% | +22.8% |
| 1Y | +37.4% | +7.7% | +29.6% | +37.2% |
| 3Y | +167.8% | +47.5% | +120.4% | +166.2% |
| 5Y | +115.0% | +153.7% | -38.6% | +112.1% |
| 10Y | +325.3% | +433.0% | -107.7% | +315.9% |
| All | +2,331.5% | +153,832.3% | -151,500.8% | +2,301.3% |
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