+503.8%
APP vs HUBB
+156.9%
+346.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | +10.6% | +4.6% | +6.0% | +7.8% |
| 30D | +44.6% | -8.4% | +52.9% | +51.7% |
| 3M | +29.6% | -14.3% | +43.9% | +41.3% |
| 6M | -19.8% | -9.3% | -10.4% | -17.2% |
| YTD | -41.6% | -0.5% | -41.1% | -44.5% |
| 1Y | -32.7% | -2.1% | -30.6% | -35.3% |
| 3Y | +799.0% | +57.2% | +741.8% | +504.8% |
| 5Y | +250.4% | +127.1% | +123.2% | +61.1% |
| All | +503.8% | +156.9% | +346.9% | +187.2% |
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