+167.6%
SYK vs HUBB
+437.4%
-269.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -12.3% | -1.7% | -10.6% | -11.8% |
| 30D | -22.4% | -12.7% | -9.8% | -18.4% |
| 3M | -12.3% | -2.9% | -9.4% | -12.5% |
| 6M | -24.3% | -4.8% | -19.5% | -24.5% |
| YTD | -22.8% | +2.8% | -25.5% | -25.9% |
| 1Y | -28.8% | +3.5% | -32.3% | -32.4% |
| 3Y | -4.0% | +43.5% | -47.5% | -26.1% |
| 5Y | +3.8% | +154.2% | -150.3% | -43.6% |
| All | +167.6% | +437.4% | -269.8% | +1.4% |
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 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