-15.4%
AS vs HUBB
-16.7%
+1.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | +0.1% |
| 7D | +6.9% | +1.7% | +5.3% | +6.5% |
| 30D | +16.0% | -9.7% | +25.7% | +17.4% |
| 3M | -12.8% | -15.2% | +2.3% | -11.5% |
| 6M | -15.4% | -14.0% | -1.4% | -15.1% |
| All | -15.4% | -16.7% | +1.3% | -15.1% |
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 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