+21.6%
ACI vs HUBB
+326.9%
-305.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +3.1% |
| 7D | -3.7% | -0.1% | -3.7% | -3.7% |
| 30D | +0.6% | -10.0% | +10.5% | +1.5% |
| 3M | -20.3% | -1.6% | -18.7% | -20.5% |
| 6M | -24.7% | -3.1% | -21.6% | -25.0% |
| YTD | -27.2% | +4.6% | -31.8% | -28.4% |
| 1Y | -32.7% | +3.3% | -36.1% | -33.9% |
| 3Y | -43.9% | +46.6% | -90.5% | -49.2% |
| 5Y | -38.9% | +158.7% | -197.5% | -53.2% |
| All | +21.6% | +326.9% | -305.4% | -23.0% |
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 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