+672.3%
AU vs HUBB
+446.9%
+225.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.2% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +7.3% | -10.0% | +17.3% | +9.3% |
| 3M | +26.3% | -1.6% | +27.9% | +26.4% |
| 6M | +1.8% | -3.1% | +4.9% | +2.1% |
| YTD | +26.8% | +4.6% | +22.2% | +25.9% |
| 1Y | +66.7% | +3.3% | +63.3% | +65.7% |
| 3Y | +579.1% | +46.6% | +532.5% | +534.3% |
| 5Y | +689.3% | +158.7% | +530.7% | +575.0% |
| All | +672.3% | +446.9% | +225.4% | +466.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling