+174.9%
NVS vs HUBB
+446.9%
-272.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -14.3% | -0.1% | -14.2% | -14.3% |
| 30D | -10.0% | -10.0% | 0.0% | -8.4% |
| 3M | -10.9% | -1.6% | -9.3% | -11.1% |
| 6M | -12.0% | -3.1% | -8.9% | -12.3% |
| YTD | +2.5% | +4.6% | -2.1% | +0.5% |
| 1Y | +10.7% | +3.3% | +7.3% | +8.5% |
| 3Y | +53.3% | +46.6% | +6.7% | +35.2% |
| 5Y | +93.6% | +158.7% | -65.1% | +44.0% |
| All | +174.9% | +446.9% | -272.0% | +60.1% |
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