+47.6%
PANW vs HUBB
-7.9%
+55.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.4% | -5.1% | -9.5% |
| 7D | -17.3% | -4.4% | -12.9% | -17.2% |
| 30D | -25.1% | -13.7% | -11.3% | -25.3% |
| 3M | -13.2% | -18.2% | +5.0% | -13.3% |
| 6M | +71.0% | -17.0% | +88.1% | +70.4% |
| YTD | +70.8% | -4.9% | +75.7% | +65.5% |
| 1Y | +47.6% | -9.4% | +57.0% | +45.9% |
| All | +47.6% | -7.9% | +55.5% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling