+3,288.5%
HUBB vs ACGL
+4,853.1%
-1,564.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.4% |
| 7D | +1.7% | +0.9% | +0.8% | +1.3% |
| 30D | -9.7% | +13.7% | -23.4% | -13.0% |
| 3M | -15.2% | +8.0% | -23.2% | -17.2% |
| 6M | -14.0% | +13.3% | -27.3% | -17.6% |
| YTD | -2.4% | +11.8% | -14.3% | -6.6% |
| 1Y | -5.8% | +22.2% | -28.0% | -12.2% |
| 3Y | +60.4% | +32.5% | +27.9% | +43.7% |
| 5Y | +125.4% | +160.2% | -34.8% | +63.5% |
| 10Y | +409.7% | +338.5% | +71.2% | +219.8% |
| All | +3,288.5% | +4,853.1% | -1,564.5% | +1,430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling