+1,041.3%
APH vs HUBB
+430.1%
+611.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +0.2% | +4.8% | -4.6% | -2.5% |
| 30D | -3.3% | -9.3% | +6.0% | +2.2% |
| 3M | +14.0% | -3.9% | +17.9% | +16.2% |
| 6M | +24.4% | -0.8% | +25.3% | +24.2% |
| YTD | +21.4% | +5.6% | +15.8% | +17.2% |
| 1Y | +48.9% | +7.7% | +41.2% | +41.8% |
| 3Y | +290.1% | +47.5% | +242.6% | +208.2% |
| 5Y | +352.8% | +153.7% | +199.1% | +156.8% |
| 10Y | +1,041.3% | +433.0% | +608.2% | +326.5% |
| All | +1,041.3% | +430.1% | +611.2% | +326.5% |
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 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