+661.2%
MU vs HUBB
+5.9%
+655.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +5.3% |
| 7D | +7.5% | +1.1% | +6.4% | +5.8% |
| 30D | +19.4% | -9.6% | +29.0% | +34.4% |
| 3M | +9.8% | -6.2% | +16.0% | +22.3% |
| 6M | +164.1% | -6.2% | +170.3% | +189.3% |
| YTD | +260.3% | +3.4% | +257.0% | +256.0% |
| 1Y | +661.2% | +5.3% | +655.9% | +643.1% |
| All | +661.2% | +5.9% | +655.3% | +643.1% |
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