+1,886.5%
KMB vs HUBB
+144,902.8%
-143,016.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | +6.0% | -2.6% | +8.6% | +6.0% |
| 30D | +13.5% | -7.7% | +21.2% | +13.5% |
| 3M | +3.8% | -13.0% | +16.8% | +3.8% |
| 6M | +15.6% | -10.6% | +26.2% | +15.6% |
| YTD | +14.0% | -0.6% | +14.6% | +14.0% |
| 1Y | +12.9% | -4.1% | +17.1% | +12.9% |
| 3Y | +3.7% | +57.2% | -53.4% | +3.3% |
| 5Y | -0.1% | +127.2% | -127.2% | -0.7% |
| 10Y | +41.1% | +386.2% | -345.0% | +39.6% |
| All | +1,886.5% | +144,902.8% | -143,016.2% | +1,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling