+416.2%
AME vs HUBB
+437.4%
-21.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | 0.0% | -1.7% | +1.7% | +1.0% |
| 30D | -8.6% | -12.7% | +4.1% | -1.1% |
| 3M | +5.8% | -2.9% | +8.7% | +7.1% |
| 6M | +3.8% | -4.8% | +8.6% | +5.5% |
| YTD | +14.4% | +2.8% | +11.7% | +10.6% |
| 1Y | +25.8% | +3.5% | +22.2% | +20.4% |
| 3Y | +55.2% | +43.5% | +11.6% | +15.2% |
| 5Y | +85.5% | +154.2% | -68.7% | -10.1% |
| All | +416.2% | +437.4% | -21.2% | +41.7% |
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