-22.2%
PFE vs HUBB
+154.5%
-176.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -2.7% | +4.8% | -7.5% | -3.1% |
| 30D | +3.8% | -9.3% | +13.1% | +4.9% |
| 3M | +10.4% | -3.9% | +14.3% | +10.5% |
| 6M | +6.3% | -0.8% | +7.1% | +5.6% |
| YTD | +17.4% | +5.6% | +11.8% | +15.4% |
| 1Y | +21.1% | +7.7% | +13.4% | +18.6% |
| 3Y | -1.6% | +47.5% | -49.1% | -9.7% |
| 5Y | -22.2% | +153.7% | -175.8% | -38.9% |
| All | -22.2% | +154.5% | -176.7% | -38.9% |
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 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