+5,968.7%
SPG vs HUBB
+52,052.7%
-46,084.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +16.6% | -6.4% | +23.0% | +16.6% |
| 3M | +8.1% | -14.4% | +22.5% | +8.3% |
| 6M | +19.3% | -9.0% | +28.3% | +19.4% |
| YTD | +31.1% | +0.7% | +30.3% | +31.0% |
| 1Y | +32.8% | -0.3% | +33.0% | +32.7% |
| 3Y | +135.8% | +59.2% | +76.6% | +134.1% |
| 5Y | +85.1% | +130.2% | -45.1% | +82.9% |
| 10Y | +115.9% | +391.8% | -275.8% | +111.9% |
| All | +5,968.7% | +52,052.7% | -46,084.0% | +5,666.0% |
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