-12.3%
NVS vs HUBB
-6.3%
-6.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | -15.7% | -1.7% | -14.0% | -15.8% |
| 30D | -11.1% | -12.7% | +1.6% | -11.7% |
| 3M | -7.2% | -2.9% | -4.2% | -7.8% |
| 6M | -12.3% | -4.8% | -7.5% | -15.3% |
| All | -12.3% | -6.3% | -6.0% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling