+8,434.7%
SHOP vs HUBB
+423.6%
+8,011.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | +0.6% | -10.0% | +10.6% | +6.3% |
| 3M | +25.0% | -4.8% | +29.8% | +26.7% |
| 6M | +11.9% | -5.6% | +17.5% | +12.6% |
| YTD | -9.9% | +4.7% | -14.5% | -15.0% |
| 1Y | 0.0% | +6.7% | -6.7% | -6.8% |
| 3Y | +117.5% | +45.8% | +71.7% | +68.7% |
| 5Y | -6.6% | +145.9% | -152.6% | -45.1% |
| 10Y | +3,320.3% | +418.6% | +2,901.7% | +1,174.2% |
| All | +8,434.7% | +423.6% | +8,011.1% | +2,411.4% |
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