+14,546.7%
NVDA vs HUBB
+446.9%
+14,099.8%
-66.3%
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% | -1.3% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | -2.5% | -10.0% | +7.5% | +4.9% |
| 3M | +6.7% | -1.6% | +8.3% | +6.5% |
| 6M | +17.6% | -3.1% | +20.7% | +17.5% |
| YTD | +17.3% | +4.6% | +12.7% | +10.2% |
| 1Y | +23.5% | +3.3% | +20.2% | +16.5% |
| 3Y | +384.6% | +46.6% | +338.0% | +252.2% |
| 5Y | +875.4% | +158.7% | +716.7% | +371.3% |
| All | +14,546.7% | +446.9% | +14,099.8% | +4,086.0% |
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