+107.2%
APA vs HUBB
-4.0%
+111.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -7.5% |
| 7D | -13.0% | +0.2% | -13.2% | -12.7% |
| 30D | +2.0% | -8.8% | +10.8% | 0.0% |
| 3M | +24.9% | -12.5% | +37.4% | +21.3% |
| 6M | +7.2% | -14.5% | +21.7% | +5.0% |
| YTD | +87.1% | -0.4% | +87.5% | +87.3% |
| 1Y | +107.2% | -3.4% | +110.6% | +108.0% |
| All | +107.2% | -4.0% | +111.2% | +108.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling