+1,862.7%
KMB vs HUBB
+144,634.5%
-142,771.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +0.9% | +1.8% | -0.8% | +0.9% |
| 30D | +10.1% | -7.7% | +17.8% | +10.1% |
| 3M | 0.0% | -13.6% | +13.6% | +0.1% |
| 6M | +15.7% | -9.1% | +24.8% | +15.7% |
| YTD | +12.6% | -0.7% | +13.4% | +12.6% |
| 1Y | +10.1% | +1.1% | +9.1% | +10.1% |
| 3Y | +2.1% | +56.2% | -54.0% | +1.8% |
| 5Y | -0.7% | +126.6% | -127.3% | -1.3% |
| 10Y | +38.5% | +384.6% | -346.1% | +37.0% |
| All | +1,862.7% | +144,634.5% | -142,771.8% | +1,873.6% |
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