+37.6%
KMB vs HUBB
+388.2%
-350.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +10.2% | -6.4% | +16.7% | +11.1% |
| 3M | +1.5% | -14.4% | +15.9% | +3.7% |
| 6M | +16.6% | -9.0% | +25.6% | +17.5% |
| YTD | +12.1% | +0.7% | +11.3% | +10.5% |
| 1Y | +11.1% | -0.3% | +11.3% | +9.6% |
| 3Y | +1.9% | +59.2% | -57.3% | -11.3% |
| 5Y | -1.3% | +130.2% | -131.5% | -23.0% |
| All | +37.6% | +388.2% | -350.7% | -13.5% |
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 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