+295.8%
AFL vs HUBB
+446.9%
-151.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | -4.0% | -10.0% | +5.9% | +0.1% |
| 3M | -0.5% | -1.6% | +1.1% | -1.1% |
| 6M | +6.5% | -3.1% | +9.6% | +5.6% |
| YTD | +6.2% | +4.6% | +1.6% | +1.0% |
| 1Y | +8.3% | +3.3% | +4.9% | +2.8% |
| 3Y | +62.5% | +46.6% | +16.0% | +21.3% |
| 5Y | +136.2% | +158.7% | -22.5% | +19.3% |
| All | +295.8% | +446.9% | -151.0% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling