+500.0%
APP vs HUBB
+151.9%
+348.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.3% | +8.3% |
| 7D | +71.2% | +1.7% | +69.6% | +68.0% |
| 30D | +39.1% | -9.7% | +48.7% | +47.0% |
| 3M | +16.5% | -15.2% | +31.7% | +27.6% |
| 6M | -16.6% | -14.0% | -2.6% | -11.0% |
| YTD | -41.9% | -2.4% | -39.5% | -44.3% |
| 1Y | -37.0% | -5.8% | -31.2% | -37.9% |
| 3Y | +892.4% | +60.4% | +832.0% | +557.6% |
| 5Y | +297.3% | +125.4% | +171.9% | +85.2% |
| All | +500.0% | +151.9% | +348.2% | +188.7% |
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