-10.9%
KMB vs HUBB
+154.5%
-165.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -2.7% | +4.8% | -7.6% | -3.0% |
| 30D | -5.0% | -9.3% | +4.3% | -4.4% |
| 3M | +6.6% | -3.9% | +10.4% | +6.6% |
| 6M | +1.0% | -0.8% | +1.8% | +0.6% |
| YTD | +6.0% | +5.6% | +0.4% | +4.9% |
| 1Y | -16.6% | +7.7% | -24.4% | -17.7% |
| 3Y | -8.6% | +47.5% | -56.1% | -15.2% |
| 5Y | -10.9% | +153.7% | -164.5% | -27.6% |
| All | -10.9% | +154.5% | -165.4% | -27.6% |
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