+134.9%
AS vs HUBB
+32.2%
+102.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.7% |
| 7D | +6.9% | +1.7% | +5.3% | +5.9% |
| 30D | +16.0% | -9.7% | +25.7% | +21.2% |
| 3M | -12.8% | -15.2% | +2.3% | -6.5% |
| 6M | -15.4% | -14.0% | -1.4% | -10.6% |
| YTD | -15.7% | -2.4% | -13.3% | -17.7% |
| 1Y | +6.1% | -5.8% | +11.9% | +5.5% |
| All | +134.9% | +32.2% | +102.7% | +61.5% |
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