+0.5%
SHOP vs HUBB
-1.9%
+2.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | +1.8% | -3.0% | -1.5% |
| 30D | -14.7% | -7.7% | -7.0% | -13.6% |
| 3M | -7.2% | -13.6% | +6.3% | -5.2% |
| 6M | +54.2% | -9.1% | +63.3% | +54.6% |
| YTD | -8.6% | -0.7% | -7.9% | -13.5% |
| 1Y | +0.5% | +1.1% | -0.6% | -6.0% |
| All | +0.5% | -1.9% | +2.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling