+1,076.7%
NVS vs HUBB
+2,371.9%
-1,295.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -15.4% | +1.1% | -16.5% | -15.6% |
| 30D | -12.3% | -9.6% | -2.7% | -10.6% |
| 3M | -7.8% | -6.2% | -1.6% | -7.1% |
| 6M | -13.0% | -6.2% | -6.8% | -12.6% |
| YTD | +2.8% | +3.4% | -0.6% | +0.9% |
| 1Y | +10.6% | +5.3% | +5.3% | +7.9% |
| 3Y | +55.1% | +44.4% | +10.7% | +37.7% |
| 5Y | +91.7% | +152.4% | -60.7% | +47.4% |
| 10Y | +181.2% | +437.0% | -255.8% | +76.4% |
| All | +1,076.7% | +2,371.9% | -1,295.2% | +428.0% |
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 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