+5,871.1%
NKE vs HUBB
+149,745.1%
-143,874.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.5% | -1.7% | -3.9% | -5.5% |
| 30D | -10.4% | -12.7% | +2.2% | -10.3% |
| 3M | -15.8% | -2.9% | -12.9% | -15.8% |
| 6M | -33.4% | -4.8% | -28.6% | -33.4% |
| YTD | -41.0% | +2.8% | -43.8% | -41.0% |
| 1Y | -49.1% | +3.5% | -52.6% | -49.1% |
| 3Y | -59.8% | +43.5% | -103.3% | -60.0% |
| 5Y | -75.5% | +154.2% | -229.7% | -75.7% |
| 10Y | -23.5% | +434.0% | -457.5% | -24.6% |
| All | +5,871.1% | +149,745.1% | -143,874.0% | +7,127.3% |
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