+45.4%
MRK vs HUBB
+46.2%
-0.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +8.3% | -10.0% | +18.2% | +9.0% |
| 3M | +20.0% | -1.6% | +21.6% | +19.8% |
| 6M | +25.7% | -3.1% | +28.8% | +25.6% |
| YTD | +38.7% | +4.6% | +34.2% | +37.9% |
| 1Y | +74.7% | +3.3% | +71.3% | +73.5% |
| 3Y | +45.4% | +46.6% | -1.2% | +41.1% |
| All | +45.4% | +46.2% | -0.8% | +41.1% |
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 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