+17,561.1%
LLY vs HUBB
+152,497.5%
-134,936.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -1.6% | -10.0% | +8.4% | -1.5% |
| 3M | +2.3% | -4.8% | +7.1% | +2.3% |
| 6M | +14.9% | -5.6% | +20.4% | +14.9% |
| YTD | +7.5% | +4.7% | +2.8% | +7.4% |
| 1Y | +55.7% | +6.7% | +49.0% | +55.5% |
| 3Y | +110.6% | +45.8% | +64.9% | +109.6% |
| 5Y | +363.4% | +145.9% | +217.5% | +358.8% |
| 10Y | +1,649.0% | +418.6% | +1,230.4% | +1,619.4% |
| All | +17,561.1% | +152,497.5% | -134,936.4% | +17,274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling