+5.3%
HUBB vs ABCL
+164.4%
-159.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | +1.1% | -2.7% | +3.8% | +1.2% |
| 30D | -9.6% | +18.3% | -27.9% | -10.6% |
| 3M | -6.2% | +108.5% | -114.7% | -11.7% |
| 6M | -6.2% | +213.9% | -220.1% | -16.6% |
| YTD | +3.4% | +223.1% | -219.7% | -9.7% |
| 1Y | +5.3% | +160.6% | -155.3% | -5.9% |
| All | +5.3% | +164.4% | -159.0% | -5.9% |
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