+1,660.3%
PLTR vs HUBB
+270.7%
+1,389.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.2% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -2.2% | -10.0% | +7.7% | +3.8% |
| 3M | +27.6% | -1.6% | +29.2% | +27.0% |
| 6M | +10.3% | -3.1% | +13.4% | +8.7% |
| YTD | -5.9% | +4.6% | -10.5% | -12.3% |
| 1Y | +1.7% | +3.3% | -1.6% | -4.4% |
| 3Y | +959.1% | +46.6% | +912.5% | +691.5% |
| 5Y | +536.3% | +158.7% | +377.7% | +250.4% |
| All | +1,660.3% | +270.7% | +1,389.6% | +898.6% |
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