+979.9%
APA vs HUBB
+144,634.5%
-143,654.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.6% |
| 7D | +8.5% | +1.8% | +6.8% | +8.5% |
| 30D | +2.8% | -7.7% | +10.5% | +2.9% |
| 3M | +21.7% | -13.6% | +35.3% | +22.0% |
| 6M | +32.6% | -9.1% | +41.7% | +32.7% |
| YTD | +103.7% | -0.7% | +104.4% | +103.5% |
| 1Y | +101.8% | +1.1% | +100.7% | +101.5% |
| 3Y | +48.1% | +56.2% | -8.1% | +46.8% |
| 5Y | +91.9% | +126.6% | -34.7% | +89.2% |
| 10Y | +8.4% | +384.6% | -376.2% | +6.2% |
| All | +979.9% | +144,634.5% | -143,654.5% | +1,089.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling