-2.6%
SLB vs HUBB
+427.3%
-429.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +1.2% |
| 7D | -1.9% | +1.1% | -2.9% | -2.5% |
| 30D | +7.8% | -9.6% | +17.4% | +14.2% |
| 3M | +2.7% | -6.2% | +8.9% | +4.9% |
| 6M | +22.2% | -6.2% | +28.3% | +23.6% |
| YTD | +51.1% | +3.4% | +47.7% | +43.2% |
| 1Y | +63.3% | +5.3% | +58.0% | +51.9% |
| 3Y | +2.4% | +44.4% | -41.9% | -27.4% |
| 5Y | +139.3% | +152.4% | -13.0% | +4.0% |
| 10Y | -2.6% | +437.0% | -439.7% | -74.5% |
| All | -2.6% | +427.3% | -429.9% | -74.5% |
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