-18.4%
APTV vs HUBB
+446.9%
-465.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.5% |
| 7D | -5.0% | -0.1% | -5.0% | -5.0% |
| 30D | -6.1% | -10.0% | +3.9% | +0.5% |
| 3M | -33.0% | -1.6% | -31.4% | -33.7% |
| 6M | -35.2% | -3.1% | -32.2% | -35.9% |
| YTD | -40.1% | +4.6% | -44.7% | -44.2% |
| 1Y | -45.6% | +3.3% | -49.0% | -49.1% |
| 3Y | -54.4% | +46.6% | -100.9% | -69.1% |
| 5Y | -68.9% | +158.7% | -227.6% | -87.1% |
| All | -18.4% | +446.9% | -465.3% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling