+87.8%
APA vs HUBB
+126.8%
-39.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +9.6% | +4.6% | +5.0% | +8.2% |
| 30D | -0.2% | -8.4% | +8.1% | +2.1% |
| 3M | +19.8% | -14.3% | +34.2% | +24.9% |
| 6M | +30.1% | -9.3% | +39.4% | +31.6% |
| YTD | +100.4% | -0.5% | +100.9% | +92.0% |
| 1Y | +105.2% | -2.1% | +107.3% | +97.4% |
| 3Y | +44.6% | +57.2% | -12.6% | +9.7% |
| All | +87.8% | +126.8% | -39.0% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling