+137.8%
AS vs HUBB
+34.7%
+103.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.5% |
| 7D | +4.5% | -2.6% | +7.0% | +5.7% |
| 30D | +13.2% | -7.7% | +20.9% | +17.2% |
| 3M | -11.9% | -13.0% | +1.1% | -6.5% |
| 6M | -11.6% | -10.6% | -1.0% | -8.4% |
| YTD | -14.7% | -0.6% | -14.1% | -17.4% |
| 1Y | +5.7% | -4.1% | +9.8% | +4.3% |
| All | +137.8% | +34.7% | +103.0% | +62.1% |
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