+331.8%
ARKK vs HUBB
+446.9%
-115.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.5% |
| 7D | -3.1% | -0.1% | -3.0% | -3.0% |
| 30D | +2.7% | -10.0% | +12.7% | +9.4% |
| 3M | +10.8% | -1.6% | +12.4% | +10.6% |
| 6M | +14.4% | -3.1% | +17.5% | +14.0% |
| YTD | +8.7% | +4.6% | +4.1% | +2.9% |
| 1Y | +6.7% | +3.3% | +3.4% | +1.7% |
| 3Y | +87.4% | +46.6% | +40.8% | +42.5% |
| 5Y | -29.5% | +158.7% | -188.1% | -62.4% |
| All | +331.8% | +446.9% | -115.1% | +40.3% |
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 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