+67.5%
MA vs HUBB
+154.5%
-87.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -1.8% | +4.8% | -6.6% | -3.0% |
| 30D | +1.4% | -9.3% | +10.7% | +3.9% |
| 3M | +17.7% | -3.9% | +21.6% | +18.0% |
| 6M | +9.7% | -0.8% | +10.5% | +8.3% |
| YTD | +0.5% | +5.6% | -5.1% | -3.0% |
| 1Y | -2.1% | +7.7% | -9.8% | -6.4% |
| 3Y | +40.1% | +47.5% | -7.4% | +14.9% |
| 5Y | +67.5% | +153.7% | -86.2% | +3.1% |
| All | +67.5% | +154.5% | -87.0% | +3.1% |
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