+1,164.6%
ARES vs HUBB
+406.6%
+758.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +0.3% | -10.0% | +10.3% | +5.9% |
| 3M | +8.5% | -4.8% | +13.2% | +10.2% |
| 6M | +23.5% | -5.6% | +29.0% | +24.3% |
| YTD | -11.2% | +4.7% | -15.9% | -16.1% |
| 1Y | -19.3% | +6.7% | -26.0% | -24.8% |
| 3Y | +48.7% | +45.8% | +2.9% | +15.1% |
| 5Y | +106.5% | +145.9% | -39.4% | +18.5% |
| 10Y | +1,055.3% | +418.6% | +636.7% | +362.7% |
| All | +1,164.6% | +406.6% | +758.1% | +418.0% |
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