+5,927.3%
APD vs HUBB
+152,497.5%
-146,570.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | +0.5% | -2.8% | -2.2% |
| 30D | +2.1% | -10.0% | +12.1% | +2.2% |
| 3M | +7.2% | -4.8% | +11.9% | +7.2% |
| 6M | +11.2% | -5.6% | +16.8% | +11.3% |
| YTD | +24.4% | +4.7% | +19.7% | +24.2% |
| 1Y | +6.7% | +6.7% | 0.0% | +6.5% |
| 3Y | +9.2% | +45.8% | -36.5% | +8.5% |
| 5Y | +27.4% | +145.9% | -118.6% | +25.6% |
| 10Y | +164.8% | +418.6% | -253.8% | +158.8% |
| All | +5,927.3% | +152,497.5% | -146,570.2% | +6,207.8% |
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