-43.1%
KHC vs HUBB
+443.5%
-486.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -1.9% | -10.0% | +8.1% | +0.5% |
| 3M | +14.4% | -4.8% | +19.2% | +14.6% |
| 6M | +8.7% | -5.6% | +14.3% | +8.5% |
| YTD | +7.8% | +4.7% | +3.1% | +4.2% |
| 1Y | -1.5% | +6.7% | -8.2% | -5.7% |
| 3Y | -9.9% | +45.8% | -55.6% | -24.9% |
| 5Y | -10.7% | +145.9% | -156.7% | -41.1% |
| 10Y | -55.7% | +418.6% | -474.3% | -79.8% |
| All | -43.1% | +443.5% | -486.7% | -75.5% |
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