+67.1%
ADM vs HUBB
+148.7%
-81.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | +1.4% | +1.1% | +0.3% | +1.2% |
| 30D | +8.2% | -9.6% | +17.8% | +9.8% |
| 3M | +8.7% | -6.2% | +14.9% | +9.3% |
| 6M | +29.1% | -6.2% | +35.2% | +29.4% |
| YTD | +53.7% | +3.4% | +50.3% | +51.2% |
| 1Y | +43.2% | +5.3% | +37.9% | +40.0% |
| 3Y | +21.4% | +44.4% | -22.9% | +7.8% |
| 5Y | +67.1% | +152.4% | -85.3% | +24.7% |
| All | +67.1% | +148.7% | -81.6% | +24.7% |
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