+48.5%
PPL vs HUBB
+123.0%
-74.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | +0.4% | +1.7% | -1.2% | +0.2% |
| 30D | +5.4% | -9.7% | +15.1% | +6.7% |
| 3M | +4.3% | -15.2% | +19.4% | +6.3% |
| 6M | -1.3% | -14.0% | +12.7% | +0.2% |
| YTD | +4.7% | -2.4% | +7.1% | +4.3% |
| 1Y | +1.3% | -5.8% | +7.1% | +1.3% |
| 3Y | +57.2% | +60.4% | -3.2% | +36.6% |
| All | +48.5% | +123.0% | -74.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling