-49.9%
KHC vs HUBB
+381.1%
-431.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | +1.8% | +0.3% | +1.6% |
| 30D | +10.6% | -7.7% | +18.3% | +12.2% |
| 3M | +0.5% | -13.6% | +14.1% | +3.3% |
| 6M | +12.1% | -9.1% | +21.2% | +12.9% |
| YTD | +8.9% | -0.7% | +9.6% | +6.3% |
| 1Y | +7.5% | +1.1% | +6.4% | +4.2% |
| 3Y | -10.7% | +56.2% | -66.9% | -27.3% |
| 5Y | -13.2% | +126.6% | -139.8% | -40.8% |
| All | -49.9% | +381.1% | -431.0% | -75.7% |
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