+507.1%
MDLZ vs HUBB
+2,702.5%
-2,195.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +2.2% | -2.6% | +4.7% | +2.7% |
| 30D | +10.1% | -7.7% | +17.8% | +12.0% |
| 3M | +9.1% | -13.0% | +22.1% | +12.3% |
| 6M | +10.0% | -10.6% | +20.6% | +11.6% |
| YTD | +26.8% | -0.6% | +27.4% | +24.5% |
| 1Y | +22.5% | -4.1% | +26.6% | +21.2% |
| 3Y | +5.3% | +57.2% | -51.9% | -12.2% |
| 5Y | +21.4% | +127.2% | -105.7% | -10.9% |
| 10Y | +102.0% | +386.2% | -284.1% | +14.9% |
| All | +507.1% | +2,702.5% | -2,195.4% | +114.1% |
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 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