+133,470.8%
MSFT vs HUBB
+152,497.5%
-19,026.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +2.7% | -10.0% | +12.7% | +2.9% |
| 3M | +17.0% | -4.8% | +21.7% | +17.0% |
| 6M | +23.8% | -5.6% | +29.4% | +23.9% |
| YTD | +4.0% | +4.7% | -0.7% | +3.8% |
| 1Y | -0.8% | +6.7% | -7.5% | -1.0% |
| 3Y | +55.6% | +45.8% | +9.9% | +54.6% |
| 5Y | +72.9% | +145.9% | -73.0% | +70.6% |
| 10Y | +875.8% | +418.6% | +457.2% | +854.0% |
| All | +133,470.8% | +152,497.5% | -19,026.7% | +131,981.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling