+226.1%
ACWI vs HUBB
+430.1%
-204.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | +1.1% | +4.8% | -3.8% | -0.7% |
| 30D | -0.2% | -9.3% | +9.1% | +3.5% |
| 3M | +4.7% | -3.9% | +8.6% | +5.6% |
| 6M | +14.5% | -0.8% | +15.3% | +13.3% |
| YTD | +14.6% | +5.6% | +9.0% | +10.4% |
| 1Y | +21.4% | +7.7% | +13.7% | +15.5% |
| 3Y | +77.6% | +47.5% | +30.1% | +43.5% |
| 5Y | +68.1% | +153.7% | -85.6% | +3.9% |
| 10Y | +226.1% | +433.0% | -206.9% | +38.9% |
| All | +226.1% | +430.1% | -204.0% | +38.9% |
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