+189.5%
LQD vs HUBB
+2,673.9%
-2,484.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -0.2% | -9.6% | +9.4% | +0.1% |
| 3M | -1.7% | -6.2% | +4.5% | -1.5% |
| 6M | -2.7% | -6.2% | +3.5% | -2.6% |
| YTD | -1.4% | +3.4% | -4.8% | -1.6% |
| 1Y | -1.0% | +5.3% | -6.3% | -1.3% |
| 3Y | +15.1% | +44.4% | -29.3% | +13.3% |
| 5Y | -5.2% | +152.4% | -157.6% | -8.2% |
| 10Y | +23.3% | +437.0% | -413.7% | +17.3% |
| All | +189.5% | +2,673.9% | -2,484.4% | +170.2% |
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 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