+4.8%
MSFT vs HUBB
-1.7%
+6.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.3% |
| 7D | -2.4% | +4.6% | -7.0% | -2.2% |
| 30D | -3.8% | -8.4% | +4.6% | -4.3% |
| 3M | +6.4% | -14.3% | +20.8% | +5.2% |
| 6M | +28.8% | -9.3% | +38.1% | +26.8% |
| YTD | +8.8% | -0.5% | +9.3% | +7.4% |
| All | +4.8% | -1.7% | +6.4% | +3.1% |
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 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