+654.6%
APP vs HUBB
+51.4%
+603.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +0.9% | +0.5% | +0.3% | +0.5% |
| 30D | -23.3% | -10.0% | -13.3% | -18.0% |
| 3M | -42.6% | -4.8% | -37.9% | -42.0% |
| 6M | -33.6% | -5.6% | -28.1% | -33.7% |
| YTD | -52.4% | +4.7% | -57.1% | -56.1% |
| 1Y | -35.9% | +6.7% | -42.6% | -42.0% |
| All | +654.6% | +51.4% | +603.2% | +445.4% |
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