+12,085.4%
ADP vs HUBB
+144,965.6%
-132,880.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +0.3% | +4.6% | -4.3% | +0.2% |
| 30D | +11.6% | -8.4% | +20.0% | +11.7% |
| 3M | +15.1% | -14.3% | +29.4% | +15.2% |
| 6M | +46.0% | -9.3% | +55.4% | +46.1% |
| YTD | +22.4% | -0.5% | +22.9% | +22.3% |
| 1Y | +24.5% | -2.1% | +26.6% | +24.4% |
| 3Y | +44.8% | +57.2% | -12.4% | +43.8% |
| 5Y | +49.1% | +127.1% | -78.1% | +47.4% |
| 10Y | +320.9% | +385.7% | -64.8% | +313.3% |
| All | +12,085.4% | +144,965.6% | -132,880.2% | +11,671.0% |
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