+14,784.9%
SPGI vs HUBB
+144,902.8%
-130,117.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.5% |
| 7D | +1.6% | -2.6% | +4.1% | +1.6% |
| 30D | +16.1% | -7.7% | +23.7% | +16.2% |
| 3M | +15.5% | -13.0% | +28.5% | +15.7% |
| 6M | +19.6% | -10.6% | +30.2% | +19.8% |
| YTD | -3.6% | -0.6% | -3.0% | -3.7% |
| 1Y | +2.2% | -4.1% | +6.4% | +2.2% |
| 3Y | +30.1% | +57.2% | -27.0% | +28.9% |
| 5Y | +14.9% | +127.2% | -112.2% | +13.2% |
| 10Y | +334.0% | +386.2% | -52.2% | +323.0% |
| All | +14,784.9% | +144,902.8% | -130,117.9% | +13,996.5% |
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