+367.9%
APP vs HUBB
+166.8%
+201.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.8% |
| 7D | -4.4% | +1.1% | -5.5% | -5.1% |
| 30D | -10.0% | -9.6% | -0.4% | -4.2% |
| 3M | -41.4% | -6.2% | -35.2% | -40.0% |
| 6M | -41.0% | -6.2% | -34.9% | -40.6% |
| YTD | -54.7% | +3.4% | -58.1% | -57.6% |
| 1Y | -45.3% | +5.3% | -50.7% | -49.6% |
| 3Y | +624.3% | +44.4% | +579.9% | +423.4% |
| 5Y | +329.1% | +152.4% | +176.7% | +95.0% |
| All | +367.9% | +166.8% | +201.1% | +119.8% |
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 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