+165.5%
YUM vs HUBB
+446.9%
-281.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.6% |
| 7D | -6.1% | -0.1% | -6.0% | -6.0% |
| 30D | -5.8% | -10.0% | +4.1% | -2.9% |
| 3M | -7.6% | -1.6% | -6.0% | -8.0% |
| 6M | -9.1% | -3.1% | -6.1% | -9.7% |
| YTD | -5.5% | +4.6% | -10.1% | -8.7% |
| 1Y | -3.7% | +3.3% | -7.1% | -7.1% |
| 3Y | +17.8% | +46.6% | -28.8% | -4.5% |
| 5Y | +19.3% | +158.7% | -139.4% | -27.1% |
| All | +165.5% | +446.9% | -281.3% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling