+48.9%
MSFT vs HUBB
+44.4%
+4.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -2.7% | -9.6% | +6.9% | -0.9% |
| 3M | +22.1% | -6.2% | +28.3% | +22.5% |
| 6M | +20.6% | -6.2% | +26.7% | +20.4% |
| YTD | +2.3% | +3.4% | -1.0% | -1.0% |
| 1Y | -0.5% | +5.3% | -5.9% | -4.5% |
| All | +48.9% | +44.4% | +4.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling