+606.9%
LULU vs HUBB
+1,225.7%
-618.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.1% |
| 7D | -1.6% | -0.1% | -1.6% | -1.5% |
| 30D | -18.1% | -10.0% | -8.2% | -12.9% |
| 3M | -18.8% | -1.6% | -17.2% | -19.7% |
| 6M | -39.2% | -3.1% | -36.1% | -39.9% |
| YTD | -52.4% | +4.6% | -57.0% | -55.5% |
| 1Y | -40.3% | +3.3% | -43.6% | -44.3% |
| 3Y | -75.1% | +46.6% | -121.7% | -82.5% |
| 5Y | -76.7% | +158.7% | -235.4% | -89.3% |
| 10Y | +52.7% | +443.5% | -390.7% | -63.3% |
| All | +606.9% | +1,225.7% | -618.8% | -33.6% |
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