+2,049.9%
LLY vs HUBB
+396.5%
+1,653.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | +21.5% | -6.4% | +28.0% | +23.1% |
| 3M | +18.5% | -14.4% | +32.9% | +22.1% |
| 6M | +49.1% | -9.0% | +58.1% | +50.5% |
| YTD | +34.4% | +0.7% | +33.6% | +31.0% |
| 1Y | +46.3% | -0.3% | +46.6% | +42.8% |
| 3Y | +145.5% | +59.2% | +86.3% | +105.5% |
| 5Y | +472.7% | +130.2% | +342.5% | +321.7% |
| 10Y | +2,049.9% | +391.8% | +1,658.2% | +1,134.7% |
| All | +2,049.9% | +396.5% | +1,653.5% | +1,134.7% |
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