+288.6%
AZO vs HUBB
+446.9%
-158.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.6% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -5.6% | -10.0% | +4.4% | -3.0% |
| 3M | -6.6% | -1.6% | -5.1% | -7.1% |
| 6M | -22.5% | -3.1% | -19.4% | -23.1% |
| YTD | -15.2% | +4.6% | -19.8% | -17.9% |
| 1Y | -33.9% | +3.3% | -37.3% | -36.1% |
| 3Y | +11.8% | +46.6% | -34.8% | -7.7% |
| 5Y | +85.5% | +158.7% | -73.2% | +19.0% |
| All | +288.6% | +446.9% | -158.3% | +87.2% |
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