+282.6%
SPGI vs HUBB
+437.4%
-154.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -8.9% | -1.7% | -7.2% | -8.3% |
| 30D | +0.6% | -12.7% | +13.3% | +6.2% |
| 3M | +2.0% | -2.9% | +4.9% | +1.8% |
| 6M | +0.1% | -4.8% | +4.9% | -0.3% |
| YTD | -16.4% | +2.8% | -19.2% | -20.1% |
| 1Y | -18.9% | +3.5% | -22.5% | -23.4% |
| 3Y | +13.8% | +43.5% | -29.8% | -13.5% |
| 5Y | +0.5% | +154.2% | -153.7% | -46.2% |
| All | +282.6% | +437.4% | -154.8% | +28.7% |
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 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