+101.4%
APA vs HUBB
+5.5%
+95.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.8% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +11.9% | -10.0% | +21.9% | +9.6% |
| 3M | +22.5% | -1.6% | +24.1% | +22.5% |
| 6M | +37.5% | -3.1% | +40.6% | +37.3% |
| YTD | +87.2% | +4.6% | +82.6% | +85.3% |
| 1Y | +101.4% | +3.3% | +98.1% | +87.2% |
| All | +101.4% | +5.5% | +95.9% | +87.2% |
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