+8.0%
MMM vs HUBB
+3.7%
+4.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -3.2% | -1.7% | -1.6% | -2.9% |
| 30D | -10.7% | -12.7% | +2.0% | -7.9% |
| 3M | +4.3% | -2.9% | +7.2% | +4.7% |
| 6M | +5.9% | -4.8% | +10.7% | +5.7% |
| YTD | +3.2% | +2.8% | +0.4% | +0.4% |
| 1Y | +8.0% | +3.5% | +4.5% | +3.6% |
| All | +8.0% | +3.7% | +4.3% | +3.6% |
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