+32.5%
PFE vs HUBB
+437.4%
-404.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.0% | -1.7% | -2.3% | -3.7% |
| 30D | +3.9% | -12.7% | +16.5% | +6.7% |
| 3M | +9.9% | -2.9% | +12.8% | +9.9% |
| 6M | +5.3% | -4.8% | +10.1% | +5.3% |
| YTD | +16.8% | +2.8% | +14.0% | +14.4% |
| 1Y | +20.4% | +3.5% | +16.9% | +17.5% |
| 3Y | -2.1% | +43.5% | -45.6% | -14.5% |
| 5Y | -21.0% | +154.2% | -175.2% | -43.1% |
| All | +32.5% | +437.4% | -404.9% | -31.9% |
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 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