+430.6%
KLAC vs HUBB
+148.7%
+281.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.7% |
| 7D | +2.5% | -1.7% | +4.1% | +4.0% |
| 30D | -11.5% | -12.7% | +1.1% | -0.9% |
| 3M | -16.9% | -2.9% | -14.0% | -13.5% |
| 6M | +22.2% | -4.8% | +27.0% | +29.5% |
| YTD | +46.4% | +2.8% | +43.6% | +47.3% |
| 1Y | +91.0% | +3.5% | +87.5% | +90.8% |
| 3Y | +264.6% | +43.5% | +221.0% | +182.1% |
| 5Y | +430.6% | +154.2% | +276.4% | +145.6% |
| All | +430.6% | +148.7% | +281.9% | +145.6% |
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