+135.3%
JPM vs HUBB
+126.3%
+9.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | +1.8% | +1.7% | +2.9% |
| 30D | +3.3% | -7.7% | +10.9% | +5.9% |
| 3M | -4.2% | -13.6% | +9.4% | +0.3% |
| 6M | +16.4% | -9.1% | +25.5% | +18.9% |
| YTD | +9.5% | -0.7% | +10.2% | +7.3% |
| 1Y | +14.0% | +1.1% | +13.0% | +10.9% |
| 3Y | +153.1% | +56.2% | +96.9% | +102.7% |
| All | +135.3% | +126.3% | +9.0% | +52.3% |
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