+67.4%
SAP vs HUBB
+58.5%
+9.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | +1.5% | -2.6% | +4.0% | +1.8% |
| 30D | +8.8% | -7.7% | +16.5% | +9.8% |
| 3M | +12.1% | -13.0% | +25.1% | +14.0% |
| 6M | +34.6% | -10.6% | +45.1% | +35.2% |
| YTD | -2.1% | -0.6% | -1.6% | -5.7% |
| 1Y | -5.5% | -4.1% | -1.4% | -8.1% |
| 3Y | +67.4% | +57.2% | +10.3% | +46.6% |
| All | +67.4% | +58.5% | +9.0% | +46.6% |
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