+152.3%
ACN vs HUBB
+381.1%
-228.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | +16.5% | -7.7% | +24.2% | +19.3% |
| 3M | +41.5% | -13.6% | +55.0% | +47.8% |
| 6M | +60.1% | -9.1% | +69.2% | +61.1% |
| YTD | -3.9% | -0.7% | -3.2% | -8.4% |
| 1Y | +4.1% | +1.1% | +3.0% | -1.7% |
| 3Y | -15.9% | +56.2% | -72.0% | -38.6% |
| 5Y | -26.3% | +126.6% | -152.9% | -56.9% |
| All | +152.3% | +381.1% | -228.8% | +0.3% |
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