+83.4%
JNJ vs HUBB
+148.7%
-65.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -4.3% | -1.7% | -2.7% | -4.3% |
| 30D | +3.0% | -12.7% | +15.7% | +3.1% |
| 3M | +12.2% | -2.9% | +15.2% | +12.0% |
| 6M | +10.5% | -4.8% | +15.2% | +10.2% |
| YTD | +30.8% | +2.8% | +28.0% | +30.3% |
| 1Y | +54.9% | +3.5% | +51.4% | +54.3% |
| 3Y | +80.7% | +43.5% | +37.1% | +73.9% |
| 5Y | +83.4% | +154.2% | -70.8% | +56.5% |
| All | +83.4% | +148.7% | -65.3% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling