+55.9%
PPL vs HUBB
+57.4%
-1.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.4% |
| 7D | -2.2% | +4.6% | -6.8% | -2.4% |
| 30D | +1.7% | -8.4% | +10.0% | +2.0% |
| 3M | +0.1% | -14.3% | +14.5% | +0.8% |
| 6M | -1.5% | -9.3% | +7.8% | -1.3% |
| YTD | +3.0% | -0.5% | +3.5% | +3.1% |
| 1Y | -1.4% | -2.1% | +0.7% | -1.3% |
| All | +55.9% | +57.4% | -1.5% | +52.6% |
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 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