+17.2%
APA vs HUBB
+44.4%
-27.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.4% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +9.3% | -9.6% | +18.9% | +11.5% |
| 3M | +23.3% | -6.2% | +29.5% | +23.8% |
| 6M | +39.5% | -6.2% | +45.6% | +38.6% |
| YTD | +87.6% | +3.4% | +84.3% | +78.5% |
| 1Y | +114.2% | +5.3% | +108.9% | +100.7% |
| All | +17.2% | +44.4% | -27.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling