+11,024.8%
JPM vs HUBB
+153,832.2%
-142,807.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -0.4% | +4.8% | -5.2% | -0.5% |
| 30D | -1.1% | -9.3% | +8.2% | -0.9% |
| 3M | +14.1% | -3.9% | +18.0% | +14.2% |
| 6M | +23.3% | -0.8% | +24.1% | +23.3% |
| YTD | +11.3% | +5.6% | +5.7% | +11.1% |
| 1Y | +23.0% | +7.7% | +15.3% | +22.8% |
| 3Y | +162.6% | +47.5% | +115.1% | +160.4% |
| 5Y | +152.8% | +153.7% | -0.9% | +148.3% |
| 10Y | +583.6% | +433.0% | +150.6% | +564.4% |
| All | +11,024.8% | +153,832.2% | -142,807.4% | +10,531.5% |
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 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