+199.2%
HUBB vs ABCL
-79.6%
+278.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -2.6% | +2.3% | -4.9% | -2.7% |
| 30D | -7.7% | -0.7% | -7.0% | -7.8% |
| 3M | -13.0% | +33.4% | -46.4% | -15.0% |
| 6M | -10.6% | +137.8% | -148.4% | -16.9% |
| YTD | -0.6% | +264.3% | -264.9% | -11.0% |
| 1Y | -4.1% | +209.2% | -213.3% | -13.3% |
| 3Y | +57.2% | +208.4% | -151.3% | +37.4% |
| 5Y | +127.2% | -11.9% | +139.0% | +103.5% |
| All | +199.2% | -79.6% | +278.8% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling