-17.3%
META vs HUBB
+8.5%
-25.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +0.5% | +6.2% | +6.5% |
| 30D | +4.8% | -10.0% | +14.8% | +7.9% |
| 3M | -1.6% | -4.8% | +3.1% | -2.2% |
| 6M | -7.5% | -5.6% | -1.9% | -7.3% |
| YTD | -6.4% | +4.7% | -11.1% | -9.0% |
| 1Y | -17.3% | +6.7% | -24.0% | -21.2% |
| All | -17.3% | +8.5% | -25.8% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling