+887.9%
APP vs HUBB
+57.0%
+830.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +4.6% | +1.8% | +2.8% | +3.6% |
| 30D | +56.0% | -7.7% | +63.7% | +62.5% |
| 3M | +30.8% | -13.6% | +44.4% | +41.5% |
| 6M | -9.8% | -9.1% | -0.7% | -7.5% |
| YTD | -39.3% | -0.7% | -38.6% | -42.9% |
| 1Y | -26.4% | +1.1% | -27.5% | -31.7% |
| 3Y | +887.9% | +56.2% | +831.7% | +584.8% |
| All | +887.9% | +57.0% | +830.9% | +584.8% |
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 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