-0.3%
MSFT vs HUBB
+5.5%
-5.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | -10.0% | +10.8% | +0.3% |
| 3M | +27.2% | -1.6% | +28.8% | +25.7% |
| 6M | +22.9% | -3.1% | +26.0% | +21.5% |
| YTD | +3.1% | +4.6% | -1.5% | +1.1% |
| 1Y | -0.3% | +3.3% | -3.6% | -2.4% |
| All | -0.3% | +5.5% | -5.8% | -2.4% |
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