+153.7%
HUBB vs ABCL
-39.9%
+193.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +4.8% | +1.4% | +3.4% | +4.7% |
| 30D | -9.3% | +65.1% | -74.4% | -13.7% |
| 3M | -3.9% | +111.1% | -115.0% | -11.0% |
| 6M | -0.8% | +231.6% | -232.4% | -12.9% |
| YTD | +5.6% | +234.5% | -228.9% | -7.9% |
| 1Y | +7.7% | +174.3% | -166.6% | -4.8% |
| 3Y | +47.5% | +111.5% | -64.0% | +26.9% |
| 5Y | +153.7% | -37.3% | +191.0% | +123.5% |
| All | +153.7% | -39.9% | +193.6% | +123.5% |
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