+22,282.0%
SYK vs HUBB
+149,745.1%
-127,463.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -12.3% | -1.7% | -10.6% | -12.3% |
| 30D | -22.4% | -12.7% | -9.8% | -22.4% |
| 3M | -12.3% | -2.9% | -9.4% | -12.3% |
| 6M | -24.3% | -4.8% | -19.5% | -24.3% |
| YTD | -22.8% | +2.8% | -25.5% | -22.8% |
| 1Y | -28.8% | +3.5% | -32.3% | -28.8% |
| 3Y | -4.0% | +43.5% | -47.5% | -4.3% |
| 5Y | +3.8% | +154.2% | -150.3% | +3.2% |
| 10Y | +172.8% | +434.0% | -261.2% | +170.3% |
| All | +22,282.0% | +149,745.1% | -127,463.1% | +20,103.3% |
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