-23.1%
PFE vs HUBB
+130.2%
-153.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -3.0% | +1.2% | -4.1% | -3.1% |
| 30D | +5.2% | -6.4% | +11.7% | +5.8% |
| 3M | +12.2% | -14.4% | +26.6% | +13.8% |
| 6M | +17.8% | -9.0% | +26.8% | +18.3% |
| YTD | +26.2% | +0.7% | +25.5% | +24.6% |
| 1Y | +23.2% | -0.3% | +23.4% | +21.7% |
| 3Y | +21.3% | +59.2% | -37.9% | +9.8% |
| 5Y | -23.1% | +130.2% | -153.3% | -40.5% |
| All | -23.1% | +130.2% | -153.3% | -40.5% |
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