+105.4%
AMT vs HUBB
+427.3%
-321.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | +3.7% | -9.6% | +13.3% | +5.8% |
| 3M | -7.2% | -6.2% | -1.0% | -6.7% |
| 6M | -4.2% | -6.2% | +2.0% | -4.1% |
| YTD | +1.9% | +3.4% | -1.5% | -0.7% |
| 1Y | -6.4% | +5.3% | -11.7% | -9.5% |
| 3Y | +7.7% | +44.4% | -36.6% | -8.7% |
| 5Y | -30.9% | +152.4% | -183.3% | -52.4% |
| 10Y | +105.4% | +437.0% | -331.7% | +11.7% |
| All | +105.4% | +427.3% | -321.9% | +11.7% |
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