+269.3%
ZBH vs HUBB
+2,933.4%
-2,664.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.2% |
| 7D | -5.2% | +4.8% | -10.0% | -6.9% |
| 30D | -2.4% | -9.3% | +6.9% | +0.9% |
| 3M | +8.3% | -3.9% | +12.1% | +8.8% |
| 6M | +0.7% | -0.8% | +1.5% | -0.7% |
| YTD | +5.3% | +5.6% | -0.2% | +1.2% |
| 1Y | -9.1% | +7.7% | -16.8% | -13.9% |
| 3Y | -19.7% | +47.5% | -67.2% | -35.8% |
| 5Y | -31.3% | +153.7% | -185.0% | -57.1% |
| 10Y | -18.9% | +433.0% | -452.0% | -63.4% |
| All | +269.3% | +2,933.4% | -2,664.1% | -10.1% |
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