+433.0%
HUBB vs ACGL
+263.8%
+169.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.9% |
| 7D | +4.8% | -2.9% | +7.8% | +6.2% |
| 30D | -9.3% | -2.8% | -6.5% | -8.3% |
| 3M | -3.9% | +6.8% | -10.7% | -7.4% |
| 6M | -0.8% | -1.5% | +0.7% | -1.4% |
| YTD | +5.6% | -0.2% | +5.8% | +3.9% |
| 1Y | +7.7% | +5.3% | +2.4% | +2.9% |
| 3Y | +47.5% | +30.3% | +17.2% | +21.7% |
| 5Y | +153.7% | +151.8% | +1.9% | +41.4% |
| 10Y | +433.0% | +266.9% | +166.2% | +139.2% |
| All | +433.0% | +263.8% | +169.2% | +139.2% |
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