+260.9%
PM vs HUBB
+396.5%
-135.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -7.1% | +1.2% | -8.3% | -7.3% |
| 30D | -2.8% | -6.4% | +3.7% | -1.6% |
| 3M | +6.3% | -14.4% | +20.7% | +9.5% |
| 6M | +9.6% | -9.0% | +18.6% | +10.8% |
| YTD | +25.6% | +0.7% | +24.9% | +23.4% |
| 1Y | +29.7% | -0.3% | +29.9% | +27.5% |
| 3Y | +147.6% | +59.2% | +88.4% | +102.5% |
| 5Y | +160.1% | +130.2% | +29.9% | +80.6% |
| 10Y | +260.9% | +391.8% | -130.9% | +92.1% |
| All | +260.9% | +396.5% | -135.6% | +92.1% |
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