+104.5%
TEVA vs HUBB
-4.0%
+108.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.3% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | +5.5% | -8.8% | +14.3% | +7.2% |
| 3M | +21.6% | -12.5% | +34.0% | +24.5% |
| 6M | +18.4% | -14.5% | +32.9% | +22.2% |
| YTD | +34.1% | -0.4% | +34.5% | +27.2% |
| 1Y | +104.5% | -3.4% | +108.0% | +100.5% |
| All | +104.5% | -4.0% | +108.6% | +100.5% |
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 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