+222.7%
AA vs HUBB
+146,787.3%
-146,564.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.6% |
| 7D | +1.1% | +1.2% | -0.1% | +1.1% |
| 30D | -1.3% | -6.4% | +5.2% | -1.1% |
| 3M | -23.9% | -14.4% | -9.5% | -23.7% |
| 6M | -36.8% | -9.0% | -27.8% | -36.7% |
| YTD | -22.2% | +0.7% | -22.9% | -22.2% |
| 1Y | +10.4% | -0.3% | +10.6% | +10.4% |
| 3Y | +72.0% | +59.2% | +12.8% | +70.5% |
| 5Y | -15.6% | +130.2% | -145.8% | -17.0% |
| 10Y | +47.8% | +391.8% | -344.0% | +44.0% |
| All | +222.7% | +146,787.3% | -146,564.6% | +242.4% |
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