+135.9%
SHOP vs HUBB
+57.0%
+78.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | +1.8% | -3.0% | -2.1% |
| 30D | -14.7% | -7.7% | -7.0% | -11.2% |
| 3M | -7.2% | -13.6% | +6.3% | 0.0% |
| 6M | +54.2% | -9.1% | +63.3% | +58.1% |
| YTD | -8.6% | -0.7% | -7.9% | -13.9% |
| 1Y | +0.5% | +1.1% | -0.6% | -6.8% |
| 3Y | +135.9% | +56.2% | +79.8% | +67.2% |
| All | +135.9% | +57.0% | +78.9% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling