+27.5%
NOC vs HUBB
+44.4%
-16.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.6% |
| 30D | -10.4% | -9.6% | -0.8% | -10.2% |
| 3M | -5.6% | -6.2% | +0.6% | -5.7% |
| 6M | -30.4% | -6.2% | -24.2% | -30.5% |
| YTD | -8.5% | +3.4% | -11.8% | -8.9% |
| 1Y | -8.3% | +5.3% | -13.7% | -8.8% |
| All | +27.5% | +44.4% | -16.9% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling