+763.1%
PM vs HUBB
+1,540.2%
-777.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | -3.4% | -10.0% | +6.6% | -0.7% |
| 3M | +5.2% | -4.8% | +9.9% | +5.8% |
| 6M | +3.7% | -5.6% | +9.3% | +4.0% |
| YTD | +15.8% | +4.7% | +11.1% | +12.5% |
| 1Y | +17.4% | +6.7% | +10.7% | +12.8% |
| 3Y | +116.9% | +45.8% | +71.2% | +80.0% |
| 5Y | +117.3% | +145.9% | -28.6% | +46.0% |
| 10Y | +193.8% | +418.6% | -224.8% | +44.0% |
| All | +763.1% | +1,540.2% | -777.1% | +137.6% |
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 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