+91.3%
META vs HUBB
+57.4%
+33.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +3.1% | +4.6% | -1.5% | +1.2% |
| 30D | -18.2% | -8.4% | -9.9% | -15.3% |
| 3M | +7.8% | -14.3% | +22.2% | +14.8% |
| 6M | +3.6% | -9.3% | +12.9% | +6.0% |
| YTD | -5.3% | -0.5% | -4.8% | -7.3% |
| 1Y | +2.7% | -2.1% | +4.9% | +1.1% |
| All | +91.3% | +57.4% | +33.9% | +46.1% |
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 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