+67.3%
AG vs HUBB
+148.7%
-81.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.6% |
| 7D | -5.8% | -1.7% | -4.1% | -5.1% |
| 30D | +6.4% | -12.7% | +19.0% | +12.9% |
| 3M | +28.4% | -2.9% | +31.3% | +29.7% |
| 6M | -24.5% | -4.8% | -19.7% | -23.5% |
| YTD | +21.2% | +2.8% | +18.4% | +19.3% |
| 1Y | +114.1% | +3.5% | +110.6% | +110.2% |
| 3Y | +268.0% | +43.5% | +224.5% | +208.7% |
| 5Y | +67.3% | +154.2% | -86.9% | +6.3% |
| All | +67.3% | +148.7% | -81.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling