+94.3%
ORCL vs HUBB
+154.5%
-60.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | +15.0% | +4.8% | +10.2% | +12.6% |
| 30D | +10.5% | -9.3% | +19.8% | +15.5% |
| 3M | -23.0% | -3.9% | -19.1% | -22.1% |
| 6M | +7.0% | -0.8% | +7.8% | +5.6% |
| YTD | -15.8% | +5.6% | -21.4% | -19.6% |
| 1Y | -31.1% | +7.7% | -38.8% | -35.0% |
| 3Y | +33.3% | +47.5% | -14.2% | +9.3% |
| 5Y | +94.3% | +153.7% | -59.4% | +29.0% |
| All | +94.3% | +154.5% | -60.2% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling