+235.4%
SAP vs HUBB
+382.2%
-146.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -3.9% | +4.6% | -8.5% | -5.3% |
| 30D | +6.5% | -8.4% | +14.9% | +9.2% |
| 3M | +14.7% | -14.3% | +29.0% | +19.9% |
| 6M | +39.9% | -9.3% | +49.3% | +41.6% |
| YTD | -2.0% | -0.5% | -1.5% | -5.8% |
| 1Y | -6.0% | -2.1% | -3.9% | -9.2% |
| 3Y | +67.7% | +57.2% | +10.4% | +28.5% |
| 5Y | +78.8% | +127.1% | -48.4% | +14.1% |
| All | +235.4% | +382.2% | -146.8% | +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