+969.7%
AWK vs HUBB
+1,376.5%
-406.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +5.6% | -10.0% | +15.6% | +8.2% |
| 3M | +15.9% | -4.8% | +20.6% | +16.5% |
| 6M | +4.6% | -5.6% | +10.1% | +5.0% |
| YTD | +10.1% | +4.7% | +5.4% | +7.4% |
| 1Y | +2.1% | +6.7% | -4.6% | -1.3% |
| 3Y | +9.8% | +45.8% | -35.9% | -6.5% |
| 5Y | -15.4% | +145.9% | -161.3% | -39.6% |
| 10Y | +129.4% | +418.6% | -289.2% | +24.8% |
| All | +969.7% | +1,376.5% | -406.9% | +272.4% |
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