+784.0%
AU vs HUBB
+2,303.7%
-1,519.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.2% |
| 7D | +0.6% | +1.1% | -0.4% | +0.4% |
| 30D | +12.3% | -9.6% | +21.9% | +15.1% |
| 3M | +29.4% | -6.2% | +35.5% | +31.1% |
| 6M | +3.2% | -6.2% | +9.4% | +4.5% |
| YTD | +31.8% | +3.4% | +28.5% | +30.3% |
| 1Y | +83.4% | +5.3% | +78.1% | +80.4% |
| 3Y | +623.1% | +44.4% | +578.7% | +542.3% |
| 5Y | +700.5% | +152.4% | +548.1% | +505.2% |
| 10Y | +717.6% | +437.0% | +280.5% | +375.2% |
| All | +784.0% | +2,303.7% | -1,519.8% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling