+126.5%
HUBB vs ABCL
-26.2%
+152.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.8% | -3.3% | +5.0% | +2.0% |
| 30D | -7.7% | -7.1% | -0.6% | -7.3% |
| 3M | -13.6% | +4.7% | -18.3% | -14.5% |
| 6M | -9.1% | +140.9% | -150.0% | -18.1% |
| YTD | -0.7% | +236.0% | -236.7% | -14.4% |
| 1Y | +1.1% | +217.4% | -216.3% | -12.4% |
| 3Y | +56.2% | +188.7% | -132.5% | +29.6% |
| All | +126.5% | -26.2% | +152.7% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling