+296.4%
ARM vs HUBB
+51.0%
+245.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +5.5% | +0.5% | +4.9% | +4.9% |
| 30D | -8.2% | -10.0% | +1.8% | +1.4% |
| 3M | -35.9% | -4.8% | -31.2% | -32.2% |
| 6M | +103.1% | -5.6% | +108.7% | +111.6% |
| YTD | +130.6% | +4.7% | +126.0% | +115.1% |
| 1Y | +86.1% | +6.7% | +79.4% | +68.3% |
| All | +296.4% | +51.0% | +245.4% | +170.4% |
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