+93.1%
META vs HUBB
+129.4%
-36.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +3.7% |
| 7D | +5.7% | +1.8% | +3.9% | +4.8% |
| 30D | -10.8% | -6.9% | -3.9% | -7.7% |
| 3M | +8.4% | -13.8% | +22.2% | +16.2% |
| 6M | +5.4% | -9.8% | +15.2% | +8.7% |
| YTD | -2.6% | +0.3% | -2.9% | -5.3% |
| 1Y | +3.5% | -3.3% | +6.9% | +2.4% |
| 3Y | +102.0% | +61.0% | +41.0% | +41.7% |
| 5Y | +93.1% | +128.5% | -35.4% | -4.2% |
| All | +93.1% | +129.4% | -36.4% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling