+60.6%
PYPL vs HUBB
+416.7%
-356.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -1.1% | +4.6% | -5.7% | -3.1% |
| 30D | +3.8% | -8.4% | +12.2% | +7.4% |
| 3M | -1.3% | -14.3% | +13.1% | +5.2% |
| 6M | +29.0% | -9.3% | +38.4% | +32.2% |
| YTD | +0.7% | -0.5% | +1.3% | -3.0% |
| 1Y | -12.3% | -2.1% | -10.1% | -14.9% |
| 3Y | +7.6% | +57.2% | -49.6% | -20.2% |
| 5Y | -71.7% | +127.1% | -198.8% | -83.1% |
| 10Y | +47.1% | +385.7% | -338.6% | -45.0% |
| All | +60.6% | +416.7% | -356.1% | -41.1% |
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