+224.4%
MRK vs HUBB
+446.9%
-222.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +8.3% | -10.0% | +18.2% | +10.6% |
| 3M | +20.0% | -1.6% | +21.6% | +19.7% |
| 6M | +25.7% | -3.1% | +28.8% | +25.5% |
| YTD | +38.7% | +4.6% | +34.2% | +35.9% |
| 1Y | +74.7% | +3.3% | +71.3% | +71.2% |
| 3Y | +45.4% | +46.6% | -1.2% | +27.2% |
| 5Y | +129.0% | +158.7% | -29.6% | +65.7% |
| All | +224.4% | +446.9% | -222.5% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling