+96.0%
MA vs HUBB
+129.4%
-33.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.2% |
| 7D | -0.3% | +1.8% | -2.2% | -0.9% |
| 30D | +11.3% | -6.9% | +18.2% | +13.1% |
| 3M | +16.7% | -13.8% | +30.5% | +20.7% |
| 6M | +32.8% | -9.8% | +42.6% | +34.7% |
| YTD | +15.6% | +0.3% | +15.3% | +12.7% |
| 1Y | +19.6% | -3.3% | +22.9% | +17.8% |
| 3Y | +72.1% | +61.0% | +11.1% | +34.3% |
| 5Y | +96.0% | +128.5% | -32.5% | +23.4% |
| All | +96.0% | +129.4% | -33.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling