+590.9%
JPM vs HUBB
+446.9%
+144.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -2.5% | -10.0% | +7.5% | +2.8% |
| 3M | +14.1% | -1.6% | +15.7% | +13.7% |
| 6M | +25.1% | -3.1% | +28.2% | +24.6% |
| YTD | +12.1% | +4.6% | +7.5% | +6.5% |
| 1Y | +18.8% | +3.3% | +15.5% | +13.0% |
| 3Y | +163.4% | +46.6% | +116.8% | +94.7% |
| 5Y | +156.5% | +158.7% | -2.1% | +25.3% |
| All | +590.9% | +446.9% | +144.0% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling