-74.7%
NKE vs HUBB
+157.3%
-232.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -4.2% | -0.1% | -4.1% | -4.1% |
| 30D | -8.2% | -10.0% | +1.8% | -5.4% |
| 3M | -19.1% | -1.6% | -17.5% | -19.7% |
| 6M | -32.6% | -3.1% | -29.5% | -33.3% |
| YTD | -40.7% | +4.6% | -45.3% | -43.1% |
| 1Y | -48.9% | +3.3% | -52.2% | -51.0% |
| 3Y | -59.2% | +46.6% | -105.8% | -67.5% |
| All | -74.7% | +157.3% | -232.0% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling