+251.9%
QCOM vs HUBB
+382.2%
-130.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | +13.0% | +4.6% | +8.4% | +10.3% |
| 30D | +0.2% | -8.4% | +8.5% | +5.1% |
| 3M | +9.2% | -14.3% | +23.6% | +18.8% |
| 6M | -15.0% | -9.3% | -5.7% | -10.2% |
| YTD | +5.2% | -0.5% | +5.7% | +3.0% |
| 1Y | +2.4% | -2.1% | +4.5% | +1.1% |
| 3Y | +52.0% | +57.2% | -5.3% | +12.3% |
| 5Y | +19.7% | +127.1% | -107.4% | -30.5% |
| All | +251.9% | +382.2% | -130.3% | +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