+47.5%
HUBB vs ACM
-19.8%
+67.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +4.8% | -0.3% | +5.1% | +5.0% |
| 30D | -9.3% | -12.9% | +3.6% | -4.3% |
| 3M | -3.9% | -6.4% | +2.5% | -2.3% |
| 6M | -0.8% | -29.2% | +28.4% | +15.6% |
| YTD | +5.6% | -29.9% | +35.5% | +21.8% |
| 1Y | +7.7% | -47.3% | +55.0% | +48.1% |
| 3Y | +47.5% | -19.6% | +67.1% | +53.9% |
| All | +47.5% | -19.8% | +67.3% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling