+255.6%
XOM vs HUBB
+152.9%
+102.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.9% | -1.7% | +3.5% | +2.0% |
| 30D | +4.1% | -12.7% | +16.7% | +5.6% |
| 3M | +10.4% | -2.9% | +13.4% | +10.2% |
| 6M | +13.0% | -4.8% | +17.8% | +12.6% |
| YTD | +40.1% | +2.8% | +37.3% | +37.4% |
| 1Y | +51.1% | +3.5% | +47.6% | +47.7% |
| 3Y | +57.7% | +43.5% | +14.2% | +40.8% |
| All | +255.6% | +152.9% | +102.7% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling