+427.0%
MCK vs HUBB
+446.9%
-19.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.4% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +0.4% | -10.0% | +10.4% | +3.2% |
| 3M | +12.1% | -1.6% | +13.7% | +11.7% |
| 6M | -5.4% | -3.1% | -2.4% | -5.9% |
| YTD | +7.8% | +4.6% | +3.2% | +4.8% |
| 1Y | +22.9% | +3.3% | +19.6% | +19.5% |
| 3Y | +110.7% | +46.6% | +64.1% | +75.1% |
| 5Y | +346.2% | +158.7% | +187.5% | +183.2% |
| All | +427.0% | +446.9% | -19.8% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling