+24.5%
ALAB vs HUBB
-4.0%
+28.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -2.0% | -1.6% |
| 7D | -24.9% | +0.2% | -25.1% | -25.1% |
| 30D | -38.4% | -8.8% | -29.6% | -31.4% |
| 3M | -38.3% | -12.5% | -25.8% | -28.2% |
| 6M | +10.9% | -14.5% | +25.5% | +34.6% |
| YTD | +34.2% | -0.4% | +34.7% | +26.6% |
| 1Y | +24.5% | -3.4% | +28.0% | +24.5% |
| All | +24.5% | -4.0% | +28.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling