+378.0%
HUBB vs ACGL
+322.9%
+55.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +4.6% | -1.2% | +5.8% | +5.1% |
| 30D | -8.4% | +12.8% | -21.2% | -13.2% |
| 3M | -14.3% | +12.3% | -26.6% | -18.9% |
| 6M | -9.3% | +15.8% | -25.2% | -16.0% |
| YTD | -0.5% | +13.9% | -14.4% | -7.9% |
| 1Y | -2.1% | +19.0% | -21.2% | -11.3% |
| 3Y | +57.2% | +33.7% | +23.6% | +29.9% |
| 5Y | +127.1% | +173.4% | -46.3% | +22.8% |
| All | +378.0% | +322.9% | +55.1% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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