+40.1%
PYPL vs HUBB
+446.9%
-406.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -9.0% | -10.0% | +0.9% | -4.7% |
| 3M | +30.6% | -1.6% | +32.2% | +29.9% |
| 6M | +18.6% | -3.1% | +21.7% | +17.7% |
| YTD | -7.2% | +4.6% | -11.8% | -12.0% |
| 1Y | -19.3% | +3.3% | -22.6% | -23.3% |
| 3Y | -12.3% | +46.6% | -58.9% | -31.9% |
| 5Y | -80.9% | +158.7% | -239.6% | -89.1% |
| All | +40.1% | +446.9% | -406.8% | -45.6% |
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 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