+15,879.4%
NOC vs HUBB
+153,832.3%
-137,952.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -2.7% | +4.8% | -7.5% | -2.7% |
| 30D | -8.9% | -9.3% | +0.4% | -8.8% |
| 3M | -3.7% | -3.9% | +0.2% | -3.7% |
| 6M | -30.8% | -0.8% | -30.0% | -30.8% |
| YTD | -7.9% | +5.6% | -13.5% | -8.0% |
| 1Y | -9.4% | +7.7% | -17.2% | -9.5% |
| 3Y | +29.0% | +47.5% | -18.5% | +28.5% |
| 5Y | +56.1% | +153.7% | -97.6% | +54.9% |
| 10Y | +186.3% | +433.0% | -246.8% | +182.9% |
| All | +15,879.4% | +153,832.3% | -137,952.9% | +16,065.9% |
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 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