-18.5%
SPGI vs HUBB
+5.9%
-24.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.7% |
| 7D | -3.1% | +1.1% | -4.2% | -3.0% |
| 30D | +2.0% | -9.6% | +11.6% | +1.1% |
| 3M | +4.3% | -6.2% | +10.5% | +3.3% |
| 6M | -0.2% | -6.2% | +5.9% | -1.2% |
| YTD | -14.8% | +3.4% | -18.1% | -15.2% |
| 1Y | -18.5% | +5.3% | -23.9% | -20.2% |
| All | -18.5% | +5.9% | -24.4% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling