+341.2%
ACWI vs HUBB
+1,465.5%
-1,124.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.3% |
| 7D | +0.3% | +1.8% | -1.5% | -0.6% |
| 30D | -2.8% | -6.9% | +4.0% | +0.2% |
| 3M | -3.2% | -13.8% | +10.7% | +3.3% |
| 6M | +1.3% | -9.8% | +11.1% | +4.8% |
| YTD | +11.2% | +0.3% | +10.9% | +8.2% |
| 1Y | +13.8% | -3.3% | +17.1% | +12.5% |
| 3Y | +76.2% | +61.0% | +15.2% | +29.3% |
| 5Y | +59.5% | +128.5% | -69.0% | -6.1% |
| 10Y | +222.2% | +398.9% | -176.7% | +15.0% |
| All | +341.2% | +1,465.5% | -1,124.3% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling