+51.4%
PYPL vs HUBB
+443.5%
-392.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | +0.5% | +2.1% | +2.5% |
| 30D | -4.9% | -10.0% | +5.1% | -0.3% |
| 3M | +28.9% | -4.8% | +33.6% | +30.2% |
| 6M | +18.2% | -5.6% | +23.8% | +18.7% |
| YTD | -5.0% | +4.7% | -9.7% | -10.1% |
| 1Y | -18.8% | +6.7% | -25.5% | -24.1% |
| 3Y | -12.6% | +45.8% | -58.3% | -32.3% |
| 5Y | -80.8% | +145.9% | -226.7% | -88.9% |
| 10Y | +49.9% | +418.6% | -368.7% | -45.4% |
| All | +51.4% | +443.5% | -392.1% | -45.3% |
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