+3,354.3%
HUBB vs ACGL
+4,938.9%
-1,584.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.6% | +1.3% | -3.8% | -3.0% |
| 30D | -7.7% | +14.2% | -21.9% | -11.2% |
| 3M | -13.0% | +11.1% | -24.1% | -15.8% |
| 6M | -10.6% | +16.4% | -26.9% | -15.0% |
| YTD | -0.6% | +13.8% | -14.3% | -5.3% |
| 1Y | -4.1% | +21.6% | -25.7% | -10.5% |
| 3Y | +57.2% | +33.5% | +23.6% | +40.5% |
| 5Y | +127.2% | +174.8% | -47.7% | +62.2% |
| 10Y | +386.2% | +330.4% | +55.8% | +205.9% |
| All | +3,354.3% | +4,938.9% | -1,584.6% | +1,452.8% |
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