-15.7%
SHOP vs HUBB
+148.7%
-164.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.3% | -4.1% |
| 7D | -10.6% | +1.1% | -11.7% | -11.3% |
| 30D | -18.3% | -9.6% | -8.7% | -12.8% |
| 3M | +14.8% | -6.2% | +21.0% | +17.5% |
| 6M | -5.0% | -6.2% | +1.1% | -4.5% |
| YTD | -21.2% | +3.4% | -24.6% | -27.2% |
| 1Y | -11.6% | +5.3% | -16.9% | -19.7% |
| 3Y | +101.2% | +44.4% | +56.9% | +36.0% |
| 5Y | -15.7% | +152.4% | -168.1% | -69.8% |
| All | -15.7% | +148.7% | -164.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling