+2,993.7%
SHOP vs HUBB
+446.9%
+2,546.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.8% |
| 7D | -11.2% | -0.1% | -11.2% | -11.2% |
| 30D | -14.4% | -10.0% | -4.4% | -9.6% |
| 3M | +16.6% | -1.6% | +18.2% | +16.0% |
| 6M | -0.6% | -3.1% | +2.5% | -1.4% |
| YTD | -20.0% | +4.6% | -24.6% | -24.4% |
| 1Y | -11.2% | +3.3% | -14.5% | -15.6% |
| 3Y | +99.5% | +46.6% | +52.9% | +55.3% |
| 5Y | -13.2% | +158.7% | -171.9% | -49.2% |
| All | +2,993.7% | +446.9% | +2,546.8% | +1,232.2% |
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