-24.0%
NKE vs HUBB
+446.9%
-470.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -8.2% | -10.0% | +1.8% | -4.4% |
| 3M | -19.1% | -1.6% | -17.5% | -19.7% |
| 6M | -32.6% | -3.1% | -29.5% | -33.4% |
| YTD | -40.7% | +4.6% | -45.3% | -43.6% |
| 1Y | -48.9% | +3.3% | -52.2% | -51.4% |
| 3Y | -59.2% | +46.6% | -105.8% | -68.6% |
| 5Y | -75.3% | +158.7% | -234.0% | -86.3% |
| All | -24.0% | +446.9% | -470.9% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling