+97.0%
META vs HUBB
+58.5%
+38.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +3.3% | -2.6% | +5.8% | +4.4% |
| 30D | -10.8% | -7.7% | -3.1% | -7.8% |
| 3M | +7.9% | -13.0% | +20.9% | +14.1% |
| 6M | +5.4% | -10.6% | +16.0% | +8.6% |
| YTD | -2.6% | -0.6% | -2.0% | -4.7% |
| 1Y | +1.9% | -4.1% | +6.0% | +1.2% |
| 3Y | +97.0% | +57.2% | +39.8% | +51.2% |
| All | +97.0% | +58.5% | +38.5% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling