+9.0%
MSFT vs HUBB
-4.0%
+13.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.5% | +9.1% | +6.6% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | +5.8% | -8.8% | +14.6% | +5.3% |
| 3M | +13.0% | -12.5% | +25.5% | +12.0% |
| 6M | +34.9% | -14.5% | +49.5% | +33.0% |
| YTD | +15.7% | -0.4% | +16.1% | +13.9% |
| 1Y | +9.0% | -3.4% | +12.4% | +7.6% |
| All | +9.0% | -4.0% | +13.0% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling