+3.7%
KMB vs HUBB
+58.5%
-54.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.1% |
| 7D | +6.0% | -2.6% | +8.6% | +5.9% |
| 30D | +13.5% | -7.7% | +21.2% | +13.3% |
| 3M | +3.8% | -13.0% | +16.8% | +3.5% |
| 6M | +15.6% | -10.6% | +26.2% | +15.3% |
| YTD | +14.0% | -0.6% | +14.6% | +13.9% |
| 1Y | +12.9% | -4.1% | +17.1% | +12.8% |
| 3Y | +3.7% | +57.2% | -53.4% | +0.8% |
| All | +3.7% | +58.5% | -54.8% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling