+4,033.9%
YUM vs HUBB
+2,000.6%
+2,033.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -5.2% | -1.7% | -3.5% | -4.7% |
| 30D | -0.1% | -12.7% | +12.6% | +4.4% |
| 3M | -4.3% | -2.9% | -1.3% | -4.2% |
| 6M | -8.7% | -4.8% | -3.9% | -8.6% |
| YTD | -3.5% | +2.8% | -6.3% | -6.2% |
| 1Y | +0.5% | +3.5% | -3.1% | -3.2% |
| 3Y | +20.5% | +43.5% | -23.0% | -0.6% |
| 5Y | +21.8% | +154.2% | -132.4% | -20.7% |
| 10Y | +176.5% | +434.0% | -257.5% | +32.2% |
| All | +4,033.9% | +2,000.6% | +2,033.3% | +974.8% |
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