+577.6%
XYZ vs HUBB
+466.8%
+110.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +1.8% |
| 7D | +14.9% | +1.8% | +13.1% | +13.2% |
| 30D | +14.7% | -6.9% | +21.5% | +19.1% |
| 3M | +12.1% | -13.8% | +25.9% | +22.2% |
| 6M | +18.3% | -9.8% | +28.1% | +23.0% |
| YTD | +36.1% | +0.3% | +35.8% | +28.5% |
| 1Y | +35.3% | -3.3% | +38.7% | +30.9% |
| 3Y | +73.5% | +61.0% | +12.5% | +13.3% |
| 5Y | -61.6% | +128.5% | -190.1% | -80.8% |
| 10Y | +638.0% | +398.9% | +239.1% | +111.6% |
| All | +577.6% | +466.8% | +110.8% | +74.6% |
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