+962.6%
APA vs HUBB
+144,965.6%
-144,003.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.0% |
| 7D | +9.6% | +4.6% | +5.0% | +9.5% |
| 30D | -0.2% | -8.4% | +8.1% | -0.1% |
| 3M | +19.8% | -14.3% | +34.2% | +20.1% |
| 6M | +30.1% | -9.3% | +39.4% | +30.2% |
| YTD | +100.4% | -0.5% | +100.9% | +100.2% |
| 1Y | +105.2% | -2.1% | +107.3% | +105.0% |
| 3Y | +44.6% | +57.2% | -12.6% | +43.4% |
| 5Y | +88.8% | +127.1% | -38.3% | +86.2% |
| 10Y | +6.6% | +385.7% | -379.1% | +4.5% |
| All | +962.6% | +144,965.6% | -144,003.1% | +1,070.5% |
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