+61.6%
AG vs HUBB
+446.9%
-385.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.6% |
| 7D | -6.7% | -0.1% | -6.7% | -6.7% |
| 30D | +2.2% | -10.0% | +12.1% | +6.1% |
| 3M | +15.7% | -1.6% | +17.3% | +16.1% |
| 6M | -23.8% | -3.1% | -20.7% | -23.4% |
| YTD | +17.6% | +4.6% | +13.1% | +15.6% |
| 1Y | +88.6% | +3.3% | +85.3% | +86.0% |
| 3Y | +253.4% | +46.6% | +206.9% | +205.7% |
| 5Y | +62.4% | +158.7% | -96.2% | +16.4% |
| All | +61.6% | +446.9% | -385.2% | -14.4% |
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 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