+5,838.5%
OMC vs HUBB
+153,832.3%
-147,993.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -5.8% | +4.8% | -10.6% | -5.8% |
| 30D | -4.8% | -9.3% | +4.5% | -4.7% |
| 3M | +9.2% | -3.9% | +13.1% | +9.3% |
| 6M | -2.5% | -0.8% | -1.7% | -2.5% |
| YTD | +2.6% | +5.6% | -3.0% | +2.4% |
| 1Y | +5.9% | +7.7% | -1.8% | +5.7% |
| 3Y | +14.2% | +47.5% | -33.3% | +13.4% |
| 5Y | +33.2% | +153.7% | -120.4% | +31.2% |
| 10Y | +33.4% | +433.0% | -399.6% | +30.1% |
| All | +5,838.5% | +153,832.3% | -147,993.8% | +5,291.7% |
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