+50.6%
LYB vs HUBB
-4.0%
+54.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.3% | -5.2% |
| 7D | -6.2% | +0.2% | -6.4% | -6.1% |
| 30D | +6.3% | -8.8% | +15.1% | +4.6% |
| 3M | +4.1% | -12.5% | +16.6% | +1.8% |
| 6M | -15.5% | -14.5% | -0.9% | -17.2% |
| YTD | +50.2% | -0.4% | +50.7% | +44.9% |
| 1Y | +50.6% | -3.4% | +54.0% | +47.6% |
| All | +50.6% | -4.0% | +54.6% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling