+8,422.4%
JNJ vs HUBB
+150,593.0%
-142,170.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -3.0% | +1.1% | -4.0% | -3.0% |
| 30D | +2.5% | -9.6% | +12.1% | +2.6% |
| 3M | +13.2% | -6.2% | +19.4% | +13.3% |
| 6M | +11.3% | -6.2% | +17.4% | +11.3% |
| YTD | +31.1% | +3.4% | +27.8% | +31.1% |
| 1Y | +54.3% | +5.3% | +49.0% | +54.2% |
| 3Y | +81.1% | +44.4% | +36.8% | +80.7% |
| 5Y | +82.7% | +152.4% | -69.6% | +81.7% |
| 10Y | +196.5% | +437.0% | -240.6% | +193.8% |
| All | +8,422.4% | +150,593.0% | -142,170.6% | +9,384.2% |
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