+390.2%
LLY vs HUBB
+148.7%
+241.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | -8.6% | -9.6% | +1.0% | -7.2% |
| 3M | -1.6% | -6.2% | +4.5% | -1.2% |
| 6M | +11.8% | -6.2% | +18.0% | +11.7% |
| YTD | +5.1% | +3.4% | +1.8% | +2.3% |
| 1Y | +50.7% | +5.3% | +45.4% | +45.5% |
| 3Y | +95.7% | +44.4% | +51.3% | +70.4% |
| 5Y | +390.2% | +152.4% | +237.8% | +252.5% |
| All | +390.2% | +148.7% | +241.5% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling