+36.7%
HUBB vs ADVB
-88.8%
+125.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.9% |
| 7D | +4.8% | -14.0% | +18.8% | +4.9% |
| 30D | -9.3% | +41.0% | -50.3% | -9.4% |
| 3M | -3.9% | +127.9% | -131.8% | -4.6% |
| 6M | -0.8% | +101.3% | -102.2% | -1.6% |
| YTD | +5.6% | +53.8% | -48.2% | +5.0% |
| 1Y | +7.7% | +4.4% | +3.3% | +7.3% |
| All | +36.7% | -88.8% | +125.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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