+2,502.1%
SOXX vs HUBB
+2,883.6%
-381.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | +3.0% | -1.7% | +4.7% | +4.2% |
| 30D | -3.1% | -12.7% | +9.5% | +5.9% |
| 3M | -4.4% | -2.9% | -1.5% | -2.1% |
| 6M | +52.9% | -4.8% | +57.7% | +58.1% |
| YTD | +72.0% | +2.8% | +69.2% | +69.4% |
| 1Y | +105.1% | +3.5% | +101.6% | +100.6% |
| 3Y | +220.6% | +43.5% | +177.1% | +151.5% |
| 5Y | +244.8% | +154.2% | +90.6% | +83.8% |
| 10Y | +1,537.1% | +434.0% | +1,103.1% | +410.3% |
| All | +2,502.1% | +2,883.6% | -381.5% | +76.7% |
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