+51.1%
NEM vs HUBB
-4.0%
+55.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.5% | +12.4% | +10.8% |
| 7D | +3.7% | +0.2% | +3.5% | +3.4% |
| 30D | +2.0% | -8.8% | +10.8% | +5.6% |
| 3M | +21.1% | -12.5% | +33.6% | +27.6% |
| 6M | +9.5% | -14.5% | +24.1% | +15.6% |
| YTD | +19.1% | -0.4% | +19.5% | +13.6% |
| 1Y | +51.1% | -3.4% | +54.5% | +48.5% |
| All | +51.1% | -4.0% | +55.1% | +48.5% |
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