-24.4%
AIG vs HUBB
+150,593.0%
-150,617.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | -3.3% | -9.6% | +6.3% | -3.2% |
| 3M | +2.2% | -6.2% | +8.4% | +2.2% |
| 6M | -2.1% | -6.2% | +4.0% | -2.1% |
| YTD | -11.2% | +3.4% | -14.5% | -11.3% |
| 1Y | -2.1% | +5.3% | -7.4% | -2.3% |
| 3Y | +34.4% | +44.4% | -10.0% | +33.4% |
| 5Y | +53.7% | +152.4% | -98.7% | +51.2% |
| 10Y | +64.4% | +437.0% | -372.7% | +60.4% |
| All | -24.4% | +150,593.0% | -150,617.4% | -19.4% |
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