+152.4%
HUBB vs ACM
+2.7%
+149.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.7% |
| 7D | +1.1% | -3.7% | +4.8% | +2.8% |
| 30D | -9.6% | -12.7% | +3.1% | -4.5% |
| 3M | -6.2% | -9.8% | +3.6% | -2.9% |
| 6M | -6.2% | -31.4% | +25.2% | +11.5% |
| YTD | +3.4% | -32.1% | +35.4% | +21.7% |
| 1Y | +5.3% | -47.8% | +53.1% | +44.0% |
| 3Y | +44.4% | -22.1% | +66.4% | +54.2% |
| 5Y | +152.4% | +1.8% | +150.6% | +135.7% |
| All | +152.4% | +2.7% | +149.6% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling