+32.2%
JD vs HUBB
+396.5%
-364.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | +4.2% | -6.4% | +10.7% | +6.2% |
| 3M | -12.8% | -14.4% | +1.6% | -8.6% |
| 6M | -8.8% | -9.0% | +0.2% | -7.4% |
| YTD | +0.5% | +0.7% | -0.2% | -2.5% |
| 1Y | -8.8% | -0.3% | -8.5% | -11.3% |
| 3Y | +18.6% | +59.2% | -40.6% | -6.8% |
| 5Y | -62.2% | +130.2% | -192.5% | -75.4% |
| 10Y | +32.2% | +391.8% | -359.6% | -35.3% |
| All | +32.2% | +396.5% | -364.3% | -35.3% |
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 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