+228.9%
ARM vs HUBB
+58.1%
+170.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +2.2% |
| 7D | -15.2% | +1.7% | -16.9% | -16.2% |
| 30D | -40.7% | -9.7% | -31.0% | -34.1% |
| 3M | -39.1% | -15.2% | -23.9% | -27.9% |
| 6M | -26.4% | -14.0% | -12.4% | -13.7% |
| YTD | +59.7% | -2.4% | +62.2% | +60.8% |
| 1Y | +10.3% | -5.8% | +16.1% | +14.8% |
| 3Y | +228.9% | +60.4% | +168.4% | +147.1% |
| All | +228.9% | +58.1% | +170.8% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling