+251.6%
ORCL vs HUBB
+413.4%
-161.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.9% |
| 7D | +0.5% | +1.8% | -1.3% | -0.2% |
| 30D | -15.3% | -6.9% | -8.4% | -12.6% |
| 3M | -18.2% | -13.8% | -4.4% | -12.8% |
| 6M | -38.4% | -9.8% | -28.6% | -36.1% |
| YTD | -37.7% | +0.3% | -38.0% | -38.9% |
| 1Y | -49.3% | -3.3% | -45.9% | -49.5% |
| 3Y | +10.6% | +61.0% | -50.4% | -12.4% |
| 5Y | +35.5% | +128.5% | -93.0% | -9.7% |
| 10Y | +251.6% | +398.9% | -147.3% | +74.6% |
| All | +251.6% | +413.4% | -161.8% | +74.6% |
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