-15.7%
AWK vs HUBB
+148.7%
-164.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -0.7% | -1.7% | +0.9% | -0.6% |
| 30D | +2.8% | -12.7% | +15.4% | +4.1% |
| 3M | +11.3% | -2.9% | +14.3% | +11.3% |
| 6M | +6.7% | -4.8% | +11.5% | +6.8% |
| YTD | +9.4% | +2.8% | +6.6% | +8.4% |
| 1Y | +3.7% | +3.5% | +0.2% | +2.5% |
| 3Y | +9.2% | +43.5% | -34.3% | -3.5% |
| 5Y | -15.7% | +154.2% | -169.9% | -43.0% |
| All | -15.7% | +148.7% | -164.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling