+45.8%
ADP vs HUBB
+154.5%
-108.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.6% |
| 7D | -5.5% | +4.8% | -10.3% | -6.3% |
| 30D | -1.2% | -9.3% | +8.1% | +0.4% |
| 3M | +17.9% | -3.9% | +21.7% | +17.6% |
| 6M | +20.3% | -0.8% | +21.2% | +18.5% |
| YTD | +5.8% | +5.6% | +0.3% | +2.0% |
| 1Y | -7.7% | +7.7% | -15.5% | -11.9% |
| 3Y | +14.7% | +47.5% | -32.7% | -4.5% |
| 5Y | +45.8% | +153.7% | -107.9% | -8.4% |
| All | +45.8% | +154.5% | -108.7% | -8.4% |
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