+68.0%
ACWI vs HUBB
+147.2%
-79.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +0.9% | -10.0% | +10.9% | +4.2% |
| 3M | +2.4% | -4.8% | +7.2% | +3.4% |
| 6M | +12.4% | -5.6% | +17.9% | +13.2% |
| YTD | +15.2% | +4.7% | +10.5% | +11.8% |
| 1Y | +22.7% | +6.7% | +16.0% | +18.0% |
| 3Y | +75.8% | +45.8% | +30.0% | +47.2% |
| All | +68.0% | +147.2% | -79.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling