+179.9%
APTV vs HUBB
+914.9%
-735.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.2% |
| 7D | +2.0% | +4.8% | -2.9% | -1.2% |
| 30D | -7.7% | -9.3% | +1.6% | -1.8% |
| 3M | -34.0% | -3.9% | -30.1% | -33.6% |
| 6M | -37.1% | -0.8% | -36.3% | -38.7% |
| YTD | -39.9% | +5.6% | -45.5% | -44.1% |
| 1Y | -44.4% | +7.7% | -52.2% | -49.4% |
| 3Y | -54.5% | +47.5% | -101.9% | -68.8% |
| 5Y | -69.1% | +153.7% | -222.8% | -86.3% |
| 10Y | -20.0% | +433.0% | -453.0% | -78.9% |
| All | +179.9% | +914.9% | -735.0% | -51.3% |
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