+528.8%
APP vs HUBB
+159.0%
+369.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +3.1% |
| 7D | +79.2% | +1.8% | +77.4% | +75.9% |
| 30D | +48.0% | -6.9% | +54.9% | +53.6% |
| 3M | +18.2% | -13.8% | +32.0% | +28.3% |
| 6M | -12.5% | -9.8% | -2.7% | -9.4% |
| YTD | -39.2% | +0.3% | -39.5% | -42.6% |
| 1Y | -33.9% | -3.3% | -30.5% | -35.7% |
| 3Y | +933.3% | +61.0% | +872.2% | +584.6% |
| 5Y | +295.9% | +128.5% | +167.4% | +81.0% |
| All | +528.8% | +159.0% | +369.9% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling