+6.7%
HUBB vs ABCL
+186.8%
-180.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -10.0% | +93.1% | -103.1% | -14.2% |
| 3M | -4.8% | +79.4% | -84.2% | -9.2% |
| 6M | -5.6% | +214.9% | -220.4% | -15.9% |
| YTD | +4.7% | +234.2% | -229.6% | -8.7% |
| 1Y | +6.7% | +174.8% | -168.1% | -4.7% |
| All | +6.7% | +186.8% | -180.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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