+2.5%
SLB vs HUBB
+48.8%
-46.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +0.4% | +4.8% | -4.4% | -1.2% |
| 30D | +13.6% | -9.3% | +22.9% | +17.2% |
| 3M | +1.5% | -3.9% | +5.4% | +2.0% |
| 6M | +23.0% | -0.8% | +23.9% | +21.2% |
| YTD | +51.2% | +5.6% | +45.6% | +45.3% |
| 1Y | +63.5% | +7.7% | +55.7% | +55.2% |
| 3Y | +2.5% | +47.5% | -44.9% | -12.1% |
| All | +2.5% | +48.8% | -46.3% | -12.1% |
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