+162.3%
JPM vs HUBB
+44.4%
+117.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -1.4% | -9.6% | +8.2% | +1.6% |
| 3M | +13.9% | -6.2% | +20.1% | +15.4% |
| 6M | +23.5% | -6.2% | +29.7% | +24.4% |
| YTD | +11.6% | +3.4% | +8.3% | +8.4% |
| 1Y | +21.4% | +5.3% | +16.0% | +16.8% |
| All | +162.3% | +44.4% | +117.9% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling