+51,606.1%
SCHW vs HUBB
+149,745.2%
-98,139.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.8% | -1.7% | -1.1% | -2.7% |
| 30D | -0.1% | -12.7% | +12.6% | +0.2% |
| 3M | +20.6% | -2.9% | +23.5% | +20.6% |
| 6M | +15.9% | -4.8% | +20.7% | +16.0% |
| YTD | +8.5% | +2.8% | +5.7% | +8.4% |
| 1Y | +17.8% | +3.5% | +14.3% | +17.7% |
| 3Y | +88.5% | +43.5% | +45.0% | +87.1% |
| 5Y | +60.6% | +154.2% | -93.6% | +58.0% |
| 10Y | +298.0% | +434.0% | -136.0% | +287.9% |
| All | +51,606.1% | +149,745.2% | -98,139.0% | +47,526.3% |
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