+60.4%
HUBB vs ACGL
+31.5%
+28.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.7% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | -9.7% | +13.7% | -23.4% | -10.3% |
| 3M | -15.2% | +8.0% | -23.2% | -15.5% |
| 6M | -14.0% | +13.3% | -27.3% | -14.8% |
| YTD | -2.4% | +11.8% | -14.3% | -3.4% |
| 1Y | -5.8% | +22.2% | -28.0% | -8.3% |
| 3Y | +60.4% | +32.5% | +27.9% | +64.6% |
| All | +60.4% | +31.5% | +28.9% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling