-17.4%
ZBH vs HUBB
+446.9%
-464.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -4.5% | -10.0% | +5.5% | -1.0% |
| 3M | +7.6% | -1.6% | +9.2% | +7.1% |
| 6M | +0.3% | -3.1% | +3.4% | -0.3% |
| YTD | +4.5% | +4.6% | -0.1% | +0.5% |
| 1Y | -9.4% | +3.3% | -12.7% | -13.1% |
| 3Y | -21.5% | +46.6% | -68.1% | -38.9% |
| 5Y | -28.4% | +158.7% | -187.1% | -60.0% |
| All | -17.4% | +446.9% | -464.3% | -70.2% |
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