-9.9%
AS vs HUBB
-18.9%
+9.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | -1.7% |
| 7D | +7.1% | -4.4% | +11.5% | +7.6% |
| 30D | +12.8% | -13.7% | +26.5% | +14.7% |
| 3M | -14.7% | -18.2% | +3.5% | -13.2% |
| 6M | -9.9% | -17.0% | +7.1% | -9.4% |
| All | -9.9% | -18.9% | +9.0% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling