+201.8%
HUBB vs ABCL
-79.5%
+281.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.5% |
| 7D | +1.8% | +12.4% | -10.6% | +1.0% |
| 30D | -6.9% | -0.4% | -6.5% | -7.0% |
| 3M | -13.8% | +80.4% | -94.2% | -17.7% |
| 6M | -9.8% | +138.5% | -148.4% | -16.2% |
| YTD | +0.3% | +265.5% | -265.2% | -10.2% |
| 1Y | -3.3% | +219.7% | -223.0% | -12.8% |
| 3Y | +61.0% | +209.4% | -148.4% | +40.8% |
| 5Y | +128.5% | -15.0% | +143.5% | +104.6% |
| All | +201.8% | -79.5% | +281.3% | +176.3% |
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