+555.9%
XYZ vs HUBB
+469.3%
+86.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | -2.2% | +1.2% | -3.4% | -2.9% |
| 30D | +11.6% | -6.4% | +18.0% | +15.6% |
| 3M | +8.4% | -14.4% | +22.8% | +18.7% |
| 6M | +17.2% | -9.0% | +26.1% | +21.1% |
| YTD | +31.7% | +0.7% | +31.0% | +24.0% |
| 1Y | +30.1% | -0.3% | +30.3% | +23.1% |
| 3Y | +66.4% | +59.2% | +7.2% | +9.6% |
| 5Y | -62.2% | +130.2% | -192.4% | -81.1% |
| 10Y | +621.5% | +391.8% | +229.8% | +107.8% |
| All | +555.9% | +469.3% | +86.6% | +68.6% |
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