+229.3%
SAP vs HUBB
+396.5%
-167.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | -2.5% | +1.2% | -3.7% | -3.0% |
| 30D | +7.5% | -6.4% | +13.9% | +9.4% |
| 3M | +11.6% | -14.4% | +26.0% | +16.8% |
| 6M | +37.6% | -9.0% | +46.6% | +39.2% |
| YTD | -2.0% | +0.7% | -2.7% | -6.1% |
| 1Y | -6.4% | -0.3% | -6.1% | -10.1% |
| 3Y | +67.7% | +59.2% | +8.5% | +28.1% |
| 5Y | +75.7% | +130.2% | -54.5% | +11.7% |
| 10Y | +229.3% | +391.8% | -162.4% | +54.8% |
| All | +229.3% | +396.5% | -167.2% | +54.8% |
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