+291.1%
APH vs HUBB
+51.4%
+239.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +5.0% | +0.5% | +4.4% | +4.5% |
| 30D | -3.9% | -10.0% | +6.1% | +2.9% |
| 3M | +13.0% | -4.8% | +17.7% | +16.0% |
| 6M | +25.2% | -5.6% | +30.7% | +28.4% |
| YTD | +22.9% | +4.7% | +18.3% | +18.4% |
| 1Y | +47.8% | +6.7% | +41.2% | +40.4% |
| All | +291.1% | +51.4% | +239.6% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling