+533.2%
XYZ vs HUBB
+491.4%
+41.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -1.7% | -10.0% | +8.3% | +5.3% |
| 3M | +16.7% | -4.8% | +21.5% | +18.8% |
| 6M | +26.9% | -5.6% | +32.4% | +27.9% |
| YTD | +27.1% | +4.7% | +22.5% | +18.0% |
| 1Y | +9.3% | +6.7% | +2.6% | -0.6% |
| 3Y | +42.3% | +45.8% | -3.5% | +0.6% |
| 5Y | -69.3% | +145.9% | -215.3% | -85.2% |
| 10Y | +586.8% | +418.6% | +168.2% | +94.0% |
| All | +533.2% | +491.4% | +41.8% | +60.4% |
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