+559.3%
ROKU vs HUBB
+375.7%
+183.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.3% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | +2.1% | -10.0% | +12.0% | +7.3% |
| 3M | +29.5% | -1.6% | +31.1% | +28.7% |
| 6M | +53.8% | -3.1% | +56.9% | +53.1% |
| YTD | +42.8% | +4.6% | +38.2% | +36.0% |
| 1Y | +60.7% | +3.3% | +57.4% | +53.5% |
| 3Y | +83.9% | +46.6% | +37.3% | +45.6% |
| 5Y | -52.8% | +158.7% | -211.5% | -71.3% |
| All | +559.3% | +375.7% | +183.5% | +254.8% |
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 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