+10,816.5%
ADP vs HUBB
+152,497.5%
-141,681.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +0.5% | -4.0% | -3.4% |
| 30D | +2.8% | -10.0% | +12.8% | +2.9% |
| 3M | +20.9% | -4.8% | +25.7% | +21.0% |
| 6M | +29.9% | -5.6% | +35.4% | +29.9% |
| YTD | +9.6% | +4.7% | +5.0% | +9.5% |
| 1Y | -5.3% | +6.7% | -11.9% | -5.4% |
| 3Y | +16.5% | +45.8% | -29.3% | +15.8% |
| 5Y | +49.4% | +145.9% | -96.5% | +47.7% |
| 10Y | +282.2% | +418.6% | -136.4% | +275.1% |
| All | +10,816.5% | +152,497.5% | -141,681.0% | +10,441.0% |
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