+54.3%
JD vs HUBB
+415.2%
-360.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -13.2% | -10.0% | -3.1% | -9.9% |
| 3M | -3.2% | -4.8% | +1.6% | -2.5% |
| 6M | +15.2% | -5.6% | +20.8% | +15.5% |
| YTD | +2.0% | +4.7% | -2.7% | -2.1% |
| 1Y | -5.4% | +6.7% | -12.1% | -10.2% |
| 3Y | -9.1% | +45.8% | -54.9% | -26.8% |
| 5Y | -59.6% | +145.9% | -205.5% | -75.0% |
| 10Y | +26.2% | +418.6% | -392.4% | -50.3% |
| All | +54.3% | +415.2% | -360.8% | -42.6% |
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 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