+95.6%
LLY vs HUBB
+48.8%
+46.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -3.1% | +4.8% | -7.9% | -3.6% |
| 30D | -5.1% | -9.3% | +4.2% | -4.1% |
| 3M | -2.1% | -3.9% | +1.8% | -2.2% |
| 6M | +13.8% | -0.8% | +14.7% | +12.4% |
| YTD | +5.1% | +5.6% | -0.5% | +1.9% |
| 1Y | +53.1% | +7.7% | +45.4% | +47.3% |
| 3Y | +95.6% | +47.5% | +48.2% | +75.1% |
| All | +95.6% | +48.8% | +46.8% | +75.1% |
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