+951.3%
APH vs HUBB
+413.4%
+537.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.8% | +5.4% | +6.5% |
| 7D | +1.1% | +1.8% | -0.7% | +0.4% |
| 30D | -7.5% | -6.9% | -0.6% | -3.3% |
| 3M | -4.4% | -13.8% | +9.4% | +4.5% |
| 6M | +26.5% | -9.8% | +36.3% | +34.2% |
| YTD | +20.0% | +0.3% | +19.7% | +19.8% |
| 1Y | +16.9% | -3.3% | +20.2% | +19.1% |
| 3Y | +288.5% | +61.0% | +227.5% | +195.2% |
| 5Y | +310.3% | +128.5% | +181.8% | +148.3% |
| 10Y | +951.3% | +398.9% | +552.4% | +346.1% |
| All | +951.3% | +413.4% | +537.9% | +346.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling