+2,439.8%
SAP vs HUBB
+3,421.4%
-981.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | +7.5% | -6.4% | +13.9% | +9.9% |
| 3M | +11.6% | -14.4% | +26.0% | +18.2% |
| 6M | +37.6% | -9.0% | +46.6% | +39.6% |
| YTD | -2.0% | +0.7% | -2.7% | -6.5% |
| 1Y | -6.4% | -0.3% | -6.1% | -10.5% |
| 3Y | +67.7% | +59.2% | +8.5% | +24.8% |
| 5Y | +75.7% | +130.2% | -54.5% | +7.8% |
| 10Y | +229.3% | +391.8% | -162.4% | +33.8% |
| All | +2,439.8% | +3,421.4% | -981.6% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling