+211.0%
HUBB vs ABCL
-81.9%
+292.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | -9.6% | +18.3% | -27.9% | -10.7% |
| 3M | -6.2% | +108.5% | -114.7% | -11.5% |
| 6M | -6.2% | +213.9% | -220.1% | -14.5% |
| YTD | +3.4% | +223.1% | -219.7% | -6.5% |
| 1Y | +5.3% | +160.6% | -155.3% | -3.7% |
| 3Y | +44.4% | +104.3% | -59.9% | +29.0% |
| 5Y | +152.4% | -40.0% | +192.4% | +127.8% |
| All | +211.0% | -81.9% | +292.9% | +187.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling