-4.1%
APA vs HUBB
+437.4%
-441.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +0.8% | -1.7% | +2.5% | +1.9% |
| 30D | +9.6% | -12.7% | +22.3% | +19.3% |
| 3M | +18.0% | -2.9% | +21.0% | +16.7% |
| 6M | +41.9% | -4.8% | +46.7% | +38.7% |
| YTD | +86.3% | +2.8% | +83.5% | +69.9% |
| 1Y | +97.9% | +3.5% | +94.3% | +76.8% |
| 3Y | +12.8% | +43.5% | -30.8% | -28.3% |
| 5Y | +177.2% | +154.2% | +23.0% | -4.2% |
| All | -4.1% | +437.4% | -441.5% | -81.0% |
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 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