+55.0%
JD vs HUBB
+393.7%
-338.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.5% |
| 7D | +7.9% | +1.8% | +6.1% | +7.0% |
| 30D | +4.8% | -6.9% | +11.6% | +7.1% |
| 3M | -13.9% | -13.8% | -0.1% | -9.8% |
| 6M | -5.8% | -9.8% | +4.0% | -3.9% |
| YTD | +2.4% | +0.3% | +2.1% | -0.7% |
| 1Y | -7.5% | -3.3% | -4.2% | -9.2% |
| 3Y | +20.9% | +61.0% | -40.1% | -7.2% |
| 5Y | -58.0% | +128.5% | -186.5% | -73.4% |
| 10Y | +28.9% | +398.9% | -370.0% | -48.8% |
| All | +55.0% | +393.7% | -338.8% | -41.8% |
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