+270.3%
ORCL vs HUBB
+381.1%
-110.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +8.0% | +1.8% | +6.2% | +7.2% |
| 30D | -4.0% | -7.7% | +3.7% | -0.6% |
| 3M | -19.5% | -13.6% | -5.9% | -14.1% |
| 6M | -33.5% | -9.1% | -24.3% | -31.2% |
| YTD | -34.8% | -0.7% | -34.1% | -35.8% |
| 1Y | -41.6% | +1.1% | -42.7% | -43.1% |
| 3Y | +13.8% | +56.2% | -42.4% | -8.7% |
| 5Y | +43.4% | +126.6% | -83.2% | -4.1% |
| All | +270.3% | +381.1% | -110.8% | +84.1% |
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