+13.5%
KMB vs HUBB
+446.9%
-433.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -8.8% | -10.0% | +1.1% | -7.3% |
| 3M | -2.2% | -1.6% | -0.6% | -2.3% |
| 6M | +0.7% | -3.1% | +3.7% | +0.4% |
| YTD | +1.0% | +4.6% | -3.5% | -0.7% |
| 1Y | -20.3% | +3.3% | -23.7% | -21.7% |
| 3Y | -13.3% | +46.6% | -59.8% | -22.7% |
| 5Y | -12.9% | +158.7% | -171.6% | -33.8% |
| All | +13.5% | +446.9% | -433.4% | -30.8% |
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