+102.7%
MO vs HUBB
+157.3%
-54.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.1% | -10.0% | +17.1% | +7.3% |
| 3M | -2.0% | -1.6% | -0.4% | -2.0% |
| 6M | +7.3% | -3.1% | +10.4% | +7.0% |
| YTD | +23.5% | +4.6% | +18.9% | +22.6% |
| 1Y | +11.0% | +3.3% | +7.7% | +10.3% |
| 3Y | +95.0% | +46.6% | +48.4% | +83.3% |
| All | +102.7% | +157.3% | -54.6% | +65.3% |
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