+177.9%
KO vs HUBB
+437.4%
-259.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | +1.6% | -12.7% | +14.2% | +4.2% |
| 3M | +5.8% | -2.9% | +8.7% | +5.7% |
| 6M | +14.3% | -4.8% | +19.1% | +14.2% |
| YTD | +27.3% | +2.8% | +24.5% | +24.7% |
| 1Y | +33.2% | +3.5% | +29.6% | +29.8% |
| 3Y | +64.5% | +43.5% | +20.9% | +41.6% |
| 5Y | +83.1% | +154.2% | -71.1% | +27.3% |
| All | +177.9% | +437.4% | -259.5% | +52.6% |
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 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