+292.6%
APP vs HUBB
+123.0%
+169.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +8.2% |
| 7D | +71.2% | +1.7% | +69.6% | +67.8% |
| 30D | +39.1% | -9.7% | +48.7% | +47.6% |
| 3M | +16.5% | -15.2% | +31.7% | +28.3% |
| 6M | -16.6% | -14.0% | -2.6% | -10.7% |
| YTD | -41.9% | -2.4% | -39.5% | -44.6% |
| 1Y | -37.0% | -5.8% | -31.2% | -38.1% |
| 3Y | +892.4% | +60.4% | +832.0% | +516.5% |
| All | +292.6% | +123.0% | +169.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling