+750.3%
NVT vs HUBB
+354.4%
+395.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.9% | +3.1% |
| 7D | +4.1% | -0.1% | +4.1% | +4.2% |
| 30D | -5.1% | -10.0% | +4.8% | +4.4% |
| 3M | -1.2% | -1.6% | +0.4% | +0.6% |
| 6M | +46.6% | -3.1% | +49.7% | +50.5% |
| YTD | +60.0% | +4.6% | +55.4% | +53.6% |
| 1Y | +70.8% | +3.3% | +67.4% | +65.4% |
| 3Y | +187.5% | +46.6% | +141.0% | +106.7% |
| 5Y | +426.1% | +158.7% | +267.5% | +122.2% |
| All | +750.3% | +354.4% | +395.8% | +115.4% |
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