+24.0%
ADM vs HUBB
+126.4%
-102.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.7% | +4.6% | -3.9% | +0.1% |
| 30D | -14.7% | -8.4% | -6.3% | -13.7% |
| 3M | -10.4% | -14.3% | +3.9% | -8.5% |
| 6M | -10.9% | -9.3% | -1.6% | -10.2% |
| YTD | +26.0% | -0.5% | +26.5% | +24.5% |
| 1Y | +26.5% | -2.1% | +28.6% | +25.2% |
| 3Y | +8.2% | +57.2% | -49.0% | -6.7% |
| 5Y | +24.0% | +127.1% | -103.1% | -5.4% |
| All | +24.0% | +126.4% | -102.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling