+219.8%
ARM vs HUBB
+45.4%
+174.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.8% | +10.8% |
| 7D | +6.0% | +1.2% | +4.8% | +5.5% |
| 30D | -20.3% | -6.4% | -13.9% | -14.4% |
| 3M | -24.4% | -14.4% | -10.0% | -11.3% |
| 6M | -4.4% | -9.0% | +4.6% | +6.1% |
| YTD | +86.0% | +0.7% | +85.3% | +82.2% |
| 1Y | +35.8% | -0.3% | +36.1% | +33.8% |
| 3Y | +289.1% | +59.2% | +229.9% | +154.9% |
| All | +219.8% | +45.4% | +174.4% | +129.0% |
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