+211.8%
PM vs HUBB
+427.3%
-215.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -0.2% | -9.6% | +9.5% | +1.9% |
| 3M | +4.9% | -6.2% | +11.1% | +5.7% |
| 6M | +9.0% | -6.2% | +15.2% | +9.4% |
| YTD | +17.8% | +3.4% | +14.4% | +15.4% |
| 1Y | +16.8% | +5.3% | +11.5% | +13.5% |
| 3Y | +125.4% | +44.4% | +81.1% | +91.5% |
| 5Y | +128.7% | +152.4% | -23.7% | +54.6% |
| 10Y | +211.8% | +437.0% | -225.2% | +60.5% |
| All | +211.8% | +427.3% | -215.5% | +60.5% |
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 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