+54.4%
PYPL vs HUBB
+381.1%
-326.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.7% |
| 30D | +5.7% | -7.7% | +13.4% | +9.0% |
| 3M | -1.9% | -13.6% | +11.6% | +4.0% |
| 6M | +31.8% | -9.1% | +40.9% | +34.8% |
| YTD | +2.4% | -0.7% | +3.2% | -1.3% |
| 1Y | -8.2% | +1.1% | -9.3% | -12.4% |
| 3Y | +10.2% | +56.2% | -46.0% | -17.8% |
| 5Y | -71.2% | +126.6% | -197.8% | -82.7% |
| All | +54.4% | +381.1% | -326.6% | -36.8% |
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