+3,908.7%
PG vs HUBB
+149,745.0%
-145,836.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.7% |
| 30D | -1.5% | -12.7% | +11.1% | -1.5% |
| 3M | -3.4% | -2.9% | -0.4% | -3.4% |
| 6M | -7.0% | -4.8% | -2.2% | -7.0% |
| YTD | +2.0% | +2.8% | -0.8% | +2.0% |
| 1Y | -6.5% | +3.5% | -10.0% | -6.5% |
| 3Y | +1.2% | +43.5% | -42.4% | +1.0% |
| 5Y | +12.8% | +154.2% | -141.4% | +12.3% |
| 10Y | +117.7% | +434.0% | -316.3% | +116.3% |
| All | +3,908.7% | +149,745.0% | -145,836.3% | +4,072.3% |
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