+74.8%
QCOM vs HUBB
+48.8%
+25.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.7% |
| 7D | +5.1% | +4.8% | +0.2% | +2.4% |
| 30D | +4.3% | -9.3% | +13.6% | +9.8% |
| 3M | -19.6% | -3.9% | -15.7% | -17.8% |
| 6M | +29.5% | -0.8% | +30.3% | +27.3% |
| YTD | +3.4% | +5.6% | -2.2% | -2.8% |
| 1Y | +10.9% | +7.7% | +3.2% | +2.3% |
| 3Y | +74.8% | +47.5% | +27.3% | +33.6% |
| All | +74.8% | +48.8% | +25.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling