-19.5%
SAP vs HUBB
+8.5%
-28.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | +9.0% | -10.0% | +19.0% | +7.2% |
| 3M | +14.9% | -4.8% | +19.7% | +13.5% |
| 6M | +11.9% | -5.6% | +17.4% | +10.0% |
| YTD | -9.9% | +4.7% | -14.6% | -13.1% |
| 1Y | -19.5% | +6.7% | -26.2% | -24.3% |
| All | -19.5% | +8.5% | -28.0% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling