+2,856.5%
PEG vs HUBB
+152,497.5%
-149,641.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -2.4% | -10.0% | +7.6% | -2.4% |
| 3M | -4.8% | -4.8% | 0.0% | -4.8% |
| 6M | -10.7% | -5.6% | -5.1% | -10.7% |
| YTD | -6.7% | +4.7% | -11.3% | -6.7% |
| 1Y | -6.8% | +6.7% | -13.5% | -6.9% |
| 3Y | +34.5% | +45.8% | -11.3% | +34.0% |
| 5Y | +35.8% | +145.9% | -110.2% | +34.7% |
| 10Y | +141.7% | +418.6% | -276.9% | +138.7% |
| All | +2,856.5% | +152,497.5% | -149,641.0% | +2,652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling