+311.3%
ARM vs HUBB
+52.3%
+258.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +2.9% |
| 7D | +11.4% | +4.8% | +6.5% | +6.6% |
| 30D | -7.4% | -9.3% | +1.9% | +1.6% |
| 3M | -24.5% | -3.9% | -20.6% | -20.9% |
| 6M | +128.7% | -0.8% | +129.5% | +127.1% |
| YTD | +139.3% | +5.6% | +133.7% | +121.4% |
| 1Y | +88.0% | +7.7% | +80.2% | +68.4% |
| All | +311.3% | +52.3% | +258.9% | +178.2% |
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