+3.3%
HUBB vs ACM
-48.8%
+52.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.6% |
| 7D | -0.1% | -4.6% | +4.5% | +0.6% |
| 30D | -10.0% | +4.1% | -14.0% | -10.6% |
| 3M | -1.6% | -8.3% | +6.7% | -0.7% |
| 6M | -3.1% | -30.1% | +27.0% | +3.3% |
| YTD | +4.6% | -32.6% | +37.2% | +11.4% |
| 1Y | +3.3% | -49.6% | +52.9% | +18.7% |
| All | +3.3% | -48.8% | +52.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling