+36.2%
LIN vs HUBB
+58.1%
-21.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | +6.5% | -9.7% | +16.1% | +7.8% |
| 3M | +5.5% | -15.2% | +20.6% | +7.7% |
| 6M | +3.3% | -14.0% | +17.3% | +5.0% |
| YTD | +22.0% | -2.4% | +24.5% | +20.7% |
| 1Y | +25.7% | -5.8% | +31.5% | +25.1% |
| 3Y | +36.2% | +60.4% | -24.2% | +17.2% |
| All | +36.2% | +58.1% | -21.8% | +17.2% |
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