+378.0%
HUBB vs ACM
+131.3%
+246.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +4.6% | +5.1% | -0.5% | +2.0% |
| 30D | -8.4% | +18.7% | -27.0% | -16.1% |
| 3M | -14.3% | +15.5% | -29.8% | -21.1% |
| 6M | -9.3% | +1.2% | -10.5% | -11.8% |
| YTD | -0.5% | -25.2% | +24.7% | +11.6% |
| 1Y | -2.1% | -46.3% | +44.2% | +31.2% |
| 3Y | +57.2% | -9.6% | +66.8% | +57.1% |
| 5Y | +127.1% | +4.4% | +122.7% | +107.4% |
| All | +378.0% | +131.3% | +246.7% | +180.2% |
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