+56.8%
SAP vs HUBB
+154.5%
-97.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -0.3% | +4.8% | -5.1% | -1.5% |
| 30D | +2.6% | -9.3% | +11.9% | +5.2% |
| 3M | +16.3% | -3.9% | +20.1% | +16.2% |
| 6M | +6.4% | -0.8% | +7.2% | +4.2% |
| YTD | -11.4% | +5.6% | -17.0% | -15.9% |
| 1Y | -20.4% | +7.7% | -28.1% | -25.4% |
| 3Y | +56.5% | +47.5% | +9.1% | +23.9% |
| 5Y | +56.8% | +153.7% | -96.9% | -13.6% |
| All | +56.8% | +154.5% | -97.7% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling