+445.6%
AG vs HUBB
+1,379.2%
-933.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +19.2% | -10.0% | +29.2% | +25.4% |
| 3M | +6.2% | -4.8% | +10.9% | +8.5% |
| 6M | -26.7% | -5.6% | -21.1% | -25.2% |
| YTD | +26.1% | +4.7% | +21.5% | +22.7% |
| 1Y | +131.7% | +6.7% | +125.0% | +123.3% |
| 3Y | +255.3% | +45.8% | +209.6% | +184.9% |
| 5Y | +61.9% | +145.9% | -84.0% | -2.7% |
| 10Y | +72.0% | +418.6% | -346.6% | -37.4% |
| All | +445.6% | +1,379.2% | -933.6% | -7.2% |
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