+437.9%
HUBB vs ACM
+134.0%
+303.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.3% |
| 7D | -0.1% | -4.6% | +4.5% | +2.3% |
| 30D | -10.0% | +4.1% | -14.0% | -12.1% |
| 3M | -1.6% | -8.3% | +6.7% | +1.1% |
| 6M | -3.1% | -30.1% | +27.0% | +13.7% |
| YTD | +4.6% | -32.6% | +37.2% | +23.6% |
| 1Y | +3.3% | -49.6% | +52.9% | +41.9% |
| 3Y | +46.6% | -23.0% | +69.6% | +59.8% |
| 5Y | +158.7% | +2.0% | +156.7% | +140.0% |
| All | +437.9% | +134.0% | +303.9% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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