+632.8%
LYB vs HUBB
+1,276.5%
-643.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -2.1% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +2.5% | -10.0% | +12.4% | +9.2% |
| 3M | +1.4% | -1.6% | +3.0% | -0.1% |
| 6M | -3.5% | -3.1% | -0.4% | -6.4% |
| YTD | +52.0% | +4.6% | +47.4% | +38.4% |
| 1Y | +22.1% | +3.3% | +18.7% | +10.9% |
| 3Y | -22.8% | +46.6% | -69.3% | -49.8% |
| 5Y | -3.4% | +158.7% | -162.0% | -63.0% |
| 10Y | +47.4% | +443.5% | -396.1% | -70.3% |
| All | +632.8% | +1,276.5% | -643.6% | -38.6% |
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