+128.5%
AWK vs HUBB
+446.9%
-318.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.9% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | +2.1% | -10.0% | +12.0% | +4.0% |
| 3M | +11.4% | -1.6% | +13.0% | +11.2% |
| 6M | +3.9% | -3.1% | +7.0% | +3.7% |
| YTD | +7.7% | +4.6% | +3.1% | +5.6% |
| 1Y | +1.3% | +3.3% | -2.0% | -0.8% |
| 3Y | +7.2% | +46.6% | -39.4% | -7.9% |
| 5Y | -17.0% | +158.7% | -175.7% | -41.5% |
| All | +128.5% | +446.9% | -318.4% | +25.2% |
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