+878.4%
MSFT vs HUBB
+446.9%
+431.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | 0.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | -10.0% | +10.8% | +4.7% |
| 3M | +27.2% | -1.6% | +28.8% | +26.4% |
| 6M | +22.9% | -3.1% | +26.0% | +21.8% |
| YTD | +3.1% | +4.6% | -1.5% | -1.6% |
| 1Y | -0.3% | +3.3% | -3.6% | -4.9% |
| 3Y | +50.1% | +46.6% | +3.5% | +18.3% |
| 5Y | +74.6% | +158.7% | -84.0% | +2.4% |
| All | +878.4% | +446.9% | +431.5% | +289.7% |
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