-9.5%
NOC vs HUBB
+5.5%
-15.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | -9.7% | -10.0% | +0.3% | -9.4% |
| 3M | -5.6% | -1.6% | -4.0% | -6.4% |
| 6M | -28.6% | -3.1% | -25.5% | -29.6% |
| YTD | -7.9% | +4.6% | -12.5% | -10.1% |
| 1Y | -9.5% | +3.3% | -12.9% | -10.9% |
| All | -9.5% | +5.5% | -15.1% | -10.9% |
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