+26.1%
MMM vs HUBB
+148.7%
-122.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.1% |
| 7D | -2.6% | +1.1% | -3.7% | -3.0% |
| 30D | -9.3% | -9.6% | +0.3% | -6.1% |
| 3M | +5.6% | -6.2% | +11.8% | +7.4% |
| 6M | +9.5% | -6.2% | +15.6% | +10.6% |
| YTD | +4.1% | +3.4% | +0.8% | +1.1% |
| 1Y | +9.4% | +5.3% | +4.1% | +5.0% |
| 3Y | +101.0% | +44.4% | +56.6% | +65.9% |
| 5Y | +26.1% | +152.4% | -126.3% | -22.1% |
| All | +26.1% | +148.7% | -122.6% | -22.1% |
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 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