+633.9%
HUBB vs AMBA
+837.3%
-203.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.5% | -11.0% | +11.5% | +2.4% |
| 30D | -10.0% | -23.2% | +13.1% | -6.2% |
| 3M | -4.8% | -12.7% | +7.9% | -4.3% |
| 6M | -5.6% | +11.2% | -16.8% | -9.8% |
| YTD | +4.7% | -11.2% | +15.9% | +3.3% |
| 1Y | +6.7% | -22.5% | +29.2% | +6.7% |
| 3Y | +45.8% | -1.3% | +47.1% | +35.6% |
| 5Y | +145.9% | -54.2% | +200.1% | +140.2% |
| 10Y | +418.6% | -6.1% | +424.7% | +320.2% |
| All | +633.9% | +837.3% | -203.4% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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