+18,807.2%
AFL vs HUBB
+153,832.2%
-135,025.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -0.7% | +4.8% | -5.6% | -0.8% |
| 30D | -7.1% | -9.3% | +2.2% | -7.0% |
| 3M | +0.4% | -3.9% | +4.3% | +0.5% |
| 6M | +4.5% | -0.8% | +5.4% | +4.5% |
| YTD | +6.1% | +5.6% | +0.5% | +5.9% |
| 1Y | +10.6% | +7.7% | +2.8% | +10.4% |
| 3Y | +64.0% | +47.5% | +16.6% | +62.9% |
| 5Y | +133.7% | +153.7% | -19.9% | +130.3% |
| 10Y | +298.0% | +433.0% | -135.0% | +289.0% |
| All | +18,807.2% | +153,832.2% | -135,025.0% | +26,471.2% |
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