+16.9%
JD vs HUBB
+427.3%
-410.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.7% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | -19.3% | -9.6% | -9.7% | -16.6% |
| 3M | -6.0% | -6.2% | +0.2% | -4.9% |
| 6M | +1.8% | -6.2% | +7.9% | +2.3% |
| YTD | -2.6% | +3.4% | -5.9% | -5.8% |
| 1Y | -17.4% | +5.3% | -22.8% | -21.0% |
| 3Y | -8.6% | +44.4% | -53.0% | -24.8% |
| 5Y | -61.6% | +152.4% | -214.0% | -75.7% |
| 10Y | +16.9% | +437.0% | -420.2% | -48.6% |
| All | +16.9% | +427.3% | -410.4% | -48.6% |
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