+36.6%
ORLY vs HUBB
+46.2%
-9.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | -10.0% | +3.2% | -6.5% |
| 3M | -4.8% | -1.6% | -3.2% | -5.0% |
| 6M | -9.1% | -3.1% | -6.0% | -9.7% |
| YTD | -5.9% | +4.6% | -10.5% | -7.3% |
| 1Y | -20.4% | +3.3% | -23.8% | -21.5% |
| 3Y | +36.6% | +46.6% | -10.0% | +27.2% |
| All | +36.6% | +46.2% | -9.6% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling