+95.0%
MO vs HUBB
+46.2%
+48.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.1% | -10.0% | +17.1% | +6.1% |
| 3M | -2.0% | -1.6% | -0.4% | -1.9% |
| 6M | +7.3% | -3.1% | +10.4% | +7.2% |
| YTD | +23.5% | +4.6% | +18.9% | +24.0% |
| 1Y | +11.0% | +3.3% | +7.7% | +11.6% |
| 3Y | +95.0% | +46.6% | +48.4% | +97.5% |
| All | +95.0% | +46.2% | +48.8% | +97.5% |
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