+5,256.1%
MS vs HUBB
+63,244.9%
-57,988.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -0.6% |
| 7D | -1.6% | +1.7% | -3.2% | -1.6% |
| 30D | -3.8% | -9.7% | +5.9% | -3.6% |
| 3M | -14.6% | -15.2% | +0.6% | -14.3% |
| 6M | -5.1% | -14.0% | +8.9% | -4.8% |
| YTD | +4.5% | -2.4% | +7.0% | +4.5% |
| 1Y | +13.5% | -5.8% | +19.3% | +13.6% |
| 3Y | +160.4% | +60.4% | +100.0% | +158.0% |
| 5Y | +112.9% | +125.4% | -12.6% | +109.6% |
| 10Y | +633.4% | +409.7% | +223.7% | +613.7% |
| All | +5,256.1% | +63,244.9% | -57,988.8% | +5,716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling