+189.8%
NOC vs HUBB
+446.9%
-257.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | -9.7% | -10.0% | +0.3% | -7.5% |
| 3M | -5.6% | -1.6% | -4.0% | -5.9% |
| 6M | -28.6% | -3.1% | -25.5% | -28.9% |
| YTD | -7.9% | +4.6% | -12.5% | -10.2% |
| 1Y | -9.5% | +3.3% | -12.9% | -11.8% |
| 3Y | +28.4% | +46.6% | -18.2% | +9.2% |
| 5Y | +59.0% | +158.7% | -99.7% | +6.7% |
| All | +189.8% | +446.9% | -257.1% | +35.3% |
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 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