+97.6%
AGG vs HUBB
+2,023.9%
-1,926.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | -0.2% | -9.6% | +9.4% | -0.3% |
| 3M | -0.7% | -6.2% | +5.5% | -0.7% |
| 6M | -1.8% | -6.2% | +4.4% | -1.8% |
| YTD | -0.6% | +3.4% | -3.9% | -0.5% |
| 1Y | +0.4% | +5.3% | -5.0% | +0.4% |
| 3Y | +13.2% | +44.4% | -31.2% | +13.5% |
| 5Y | -2.0% | +152.4% | -154.3% | -1.2% |
| 10Y | +15.1% | +437.0% | -422.0% | +17.6% |
| All | +97.6% | +2,023.9% | -1,926.3% | +110.1% |
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