-5.9%
JD vs HUBB
-1.9%
-4.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.5% |
| 7D | -4.1% | +1.8% | -5.9% | -4.1% |
| 30D | +4.6% | -7.7% | +12.3% | +4.8% |
| 3M | -4.7% | -13.6% | +8.8% | -4.3% |
| 6M | -17.4% | -9.1% | -8.2% | -17.8% |
| YTD | +0.7% | -0.7% | +1.4% | -3.7% |
| 1Y | -5.9% | +1.1% | -6.9% | -10.5% |
| All | -5.9% | -1.9% | -4.0% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling