+14,631.7%
SPGI vs HUBB
+144,965.7%
-130,333.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.4% |
| 7D | -0.8% | +4.6% | -5.4% | -0.9% |
| 30D | +14.3% | -8.4% | +22.6% | +14.4% |
| 3M | +14.5% | -14.3% | +28.8% | +14.8% |
| 6M | +17.3% | -9.3% | +26.6% | +17.4% |
| YTD | -4.6% | -0.5% | -4.1% | -4.7% |
| 1Y | +0.8% | -2.1% | +2.9% | +0.7% |
| 3Y | +28.8% | +57.2% | -28.5% | +27.6% |
| 5Y | +14.0% | +127.1% | -113.2% | +12.3% |
| 10Y | +332.5% | +385.7% | -53.2% | +321.6% |
| All | +14,631.7% | +144,965.7% | -130,333.9% | +13,851.4% |
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