+1,464.0%
NRG vs HUBB
+1,675.9%
-211.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -2.9% |
| 7D | -0.2% | -1.7% | +1.5% | +0.8% |
| 30D | -6.8% | -12.7% | +5.9% | +0.6% |
| 3M | -7.1% | -2.9% | -4.2% | -6.4% |
| 6M | -27.6% | -4.8% | -22.8% | -26.5% |
| YTD | -29.2% | +2.8% | -32.0% | -31.0% |
| 1Y | -29.9% | +3.5% | -33.4% | -32.1% |
| 3Y | +198.7% | +43.5% | +155.1% | +140.9% |
| 5Y | +192.9% | +154.2% | +38.7% | +67.9% |
| 10Y | +1,084.1% | +434.0% | +650.1% | +322.6% |
| All | +1,464.0% | +1,675.9% | -211.9% | +160.6% |
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