+3,535.3%
HUBB vs ACGL
+4,429.2%
-894.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.6% |
| 7D | +0.5% | -0.7% | +1.3% | +0.7% |
| 30D | -10.0% | -1.0% | -9.0% | -9.8% |
| 3M | -4.8% | +11.0% | -15.8% | -8.0% |
| 6M | -5.6% | -0.3% | -5.2% | -6.1% |
| YTD | +4.7% | +2.3% | +2.4% | +3.0% |
| 1Y | +6.7% | +6.4% | +0.3% | +3.5% |
| 3Y | +45.8% | +34.0% | +11.8% | +30.0% |
| 5Y | +145.9% | +161.6% | -15.7% | +78.2% |
| 10Y | +418.6% | +278.6% | +140.0% | +238.6% |
| All | +3,535.3% | +4,429.2% | -894.0% | +1,588.0% |
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 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