+124.3%
PM vs HUBB
+48.8%
+75.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.3% |
| 7D | -1.3% | +4.8% | -6.1% | -1.0% |
| 30D | -2.6% | -9.3% | +6.7% | -3.1% |
| 3M | +5.8% | -3.9% | +9.7% | +5.6% |
| 6M | +10.6% | -0.8% | +11.4% | +10.7% |
| YTD | +17.2% | +5.6% | +11.6% | +18.1% |
| 1Y | +17.6% | +7.7% | +9.9% | +18.8% |
| 3Y | +124.3% | +47.5% | +76.8% | +121.9% |
| All | +124.3% | +48.8% | +75.4% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling